-70.9%
U vs GRMN
+124.6%
-195.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.7% |
| 7D | +32.3% | +6.4% | +25.9% | +26.1% |
| 30D | +9.7% | +8.7% | +1.0% | +2.4% |
| 3M | +19.6% | -5.8% | +25.4% | +23.9% |
| 6M | +82.6% | +22.5% | +60.1% | +50.7% |
| YTD | +16.4% | +45.6% | -29.2% | -18.8% |
| 1Y | +28.5% | +47.5% | -19.0% | -11.5% |
| 3Y | +103.8% | +166.2% | -62.5% | -46.7% |
| All | -70.9% | +124.6% | -195.4% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling