+6,431.0%
TPR vs GRMN
+6,890.4%
-459.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +14.2% | +4.7% | +9.5% | +12.1% |
| 30D | +17.1% | +3.4% | +13.7% | +15.3% |
| 3M | -17.7% | -5.0% | -12.7% | -16.4% |
| 6M | -10.2% | +18.6% | -28.8% | -17.1% |
| YTD | +4.9% | +42.5% | -37.6% | -10.3% |
| 1Y | +36.1% | +42.3% | -6.2% | +16.5% |
| 3Y | +416.5% | +158.5% | +258.0% | +239.4% |
| 5Y | +254.8% | +123.6% | +131.2% | +146.5% |
| 10Y | +391.7% | +682.5% | -290.8% | +124.3% |
| All | +6,431.0% | +6,890.4% | -459.4% | +1,335.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling