-39.0%
U vs GRMN
+217.9%
-257.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.8% | -2.9% | -0.9% | -1.7% |
| 30D | +17.5% | -8.4% | +25.9% | +25.3% |
| 3M | +38.7% | +15.0% | +23.7% | +22.2% |
| 6M | +104.4% | +11.2% | +93.2% | +82.0% |
| YTD | -5.7% | +37.7% | -43.4% | -30.1% |
| 1Y | +3.7% | +18.5% | -14.8% | -13.9% |
| 3Y | +12.3% | +175.8% | -163.5% | -69.1% |
| 5Y | -68.8% | +75.1% | -143.9% | -87.8% |
| All | -39.0% | +217.9% | -257.0% | -84.0% |
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