-63.7%
XYZ vs GRMN
+119.5%
-183.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.7% |
| 7D | -1.1% | -0.9% | -0.2% | -0.3% |
| 30D | +11.5% | +1.2% | +10.3% | +10.7% |
| 3M | +1.8% | -8.9% | +10.7% | +9.1% |
| 6M | +21.2% | +23.0% | -1.8% | +0.2% |
| YTD | +29.9% | +41.2% | -11.3% | -5.4% |
| 1Y | +35.8% | +47.5% | -11.7% | -4.9% |
| 3Y | +62.6% | +155.8% | -93.2% | -50.5% |
| All | -63.7% | +119.5% | -183.2% | -87.5% |
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