+6,422.6%
TPR vs GRMN
+6,905.4%
-482.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.5% |
| 7D | -1.1% | -0.1% | -1.1% | -1.1% |
| 30D | +15.1% | +3.5% | +11.6% | +13.4% |
| 3M | -13.4% | -7.3% | -6.1% | -11.2% |
| 6M | +1.4% | +21.8% | -20.4% | -7.5% |
| YTD | +4.8% | +42.8% | -38.0% | -10.5% |
| 1Y | +29.2% | +46.5% | -17.3% | +9.3% |
| 3Y | +403.7% | +158.3% | +245.4% | +231.1% |
| 5Y | +230.8% | +122.6% | +108.2% | +130.3% |
| 10Y | +369.2% | +638.0% | -268.8% | +118.0% |
| All | +6,422.6% | +6,905.4% | -482.7% | +1,332.2% |
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