-63.9%
XYZ vs GRMN
+122.2%
-186.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | +12.1% | +4.7% | +7.4% | +8.7% |
| 30D | +12.4% | +3.4% | +9.0% | +9.6% |
| 3M | +8.2% | -5.0% | +13.2% | +12.2% |
| 6M | +20.7% | +18.6% | +2.1% | +2.7% |
| YTD | +31.3% | +42.5% | -11.2% | -5.1% |
| 1Y | +20.5% | +42.3% | -21.8% | -12.9% |
| 3Y | +72.6% | +158.5% | -85.9% | -48.0% |
| All | -63.9% | +122.2% | -186.1% | -87.4% |
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