+5,906.7%
TPR vs GRMN
+6,655.2%
-748.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.3% | -2.9% | +0.6% | -1.2% |
| 30D | -23.0% | -8.4% | -14.5% | -20.4% |
| 3M | -12.5% | +15.0% | -27.5% | -17.9% |
| 6M | -21.4% | +11.2% | -32.6% | -25.4% |
| YTD | -3.5% | +37.7% | -41.2% | -16.1% |
| 1Y | +17.4% | +18.5% | -1.1% | +7.9% |
| 3Y | +291.3% | +175.8% | +115.4% | +150.1% |
| 5Y | +241.9% | +75.1% | +166.8% | +160.7% |
| 10Y | +322.7% | +637.0% | -314.4% | +97.6% |
| All | +5,906.7% | +6,655.2% | -748.5% | +1,242.6% |
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