+533.2%
XYZ vs GRMN
+905.0%
-371.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -1.0% | -2.9% | +1.9% | +1.2% |
| 30D | -1.7% | -8.4% | +6.7% | +4.8% |
| 3M | +16.7% | +15.0% | +1.7% | +2.9% |
| 6M | +26.9% | +11.2% | +15.7% | +13.9% |
| YTD | +27.1% | +37.7% | -10.6% | -3.3% |
| 1Y | +9.3% | +18.5% | -9.2% | -7.2% |
| 3Y | +42.3% | +175.8% | -133.5% | -46.1% |
| 5Y | -69.3% | +75.1% | -144.4% | -83.2% |
| 10Y | +586.8% | +637.0% | -50.2% | +71.7% |
| All | +533.2% | +905.0% | -371.8% | +42.7% |
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