+99.1%
V vs GRMN
+122.2%
-23.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.2% | +4.7% | -2.5% | +0.9% |
| 30D | +13.6% | +3.4% | +10.2% | +12.4% |
| 3M | +14.3% | -5.0% | +19.3% | +15.7% |
| 6M | +33.1% | +18.6% | +14.5% | +25.5% |
| YTD | +21.2% | +42.5% | -21.3% | +7.4% |
| 1Y | +26.4% | +42.3% | -15.9% | +12.0% |
| 3Y | +77.6% | +158.5% | -80.9% | +17.1% |
| All | +99.1% | +122.2% | -23.1% | +42.6% |
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 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