-62.1%
W vs GRMN
+76.7%
-138.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.0% |
| 7D | +6.5% | +0.2% | +6.3% | +6.3% |
| 30D | -6.2% | -11.3% | +5.1% | +5.2% |
| 3M | +48.9% | +17.7% | +31.2% | +22.1% |
| 6M | +31.2% | +14.2% | +17.0% | +11.8% |
| YTD | -0.4% | +37.0% | -37.5% | -30.7% |
| 1Y | +14.8% | +17.0% | -2.2% | -7.7% |
| 3Y | +40.5% | +183.2% | -142.7% | -68.9% |
| 5Y | -62.1% | +77.3% | -139.4% | -90.1% |
| All | -62.1% | +76.7% | -138.8% | -90.1% |
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