+163.6%
W vs GRMN
+666.6%
-503.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -4.2% | -2.9% | -1.3% | -1.8% |
| 30D | -7.6% | -8.4% | +0.9% | -0.7% |
| 3M | +37.2% | +15.0% | +22.2% | +19.0% |
| 6M | +26.3% | +11.2% | +15.1% | +13.2% |
| YTD | -1.0% | +37.7% | -38.7% | -26.3% |
| 1Y | +20.1% | +18.5% | +1.6% | -0.2% |
| 3Y | +37.8% | +175.8% | -138.0% | -46.9% |
| 5Y | -63.7% | +75.1% | -138.7% | -79.8% |
| 10Y | +156.3% | +637.0% | -480.7% | -34.9% |
| All | +163.6% | +666.6% | -503.0% | -39.0% |
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