+203.4%
W vs GRMN
+716.5%
-513.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.2% |
| 7D | -7.4% | +1.7% | -9.0% | -8.5% |
| 30D | +7.8% | +10.2% | -2.4% | -0.3% |
| 3M | +10.9% | -4.7% | +15.6% | +15.0% |
| 6M | +86.4% | +22.3% | +64.2% | +53.8% |
| YTD | +14.0% | +46.7% | -32.7% | -19.8% |
| 1Y | +3.5% | +49.6% | -46.1% | -28.5% |
| 3Y | +164.8% | +165.3% | -0.5% | +6.2% |
| 5Y | -53.1% | +130.3% | -183.4% | -78.4% |
| 10Y | +220.4% | +658.0% | -437.6% | -22.3% |
| All | +203.4% | +716.5% | -513.2% | -33.6% |
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