+577.6%
XYZ vs GRMN
+962.7%
-385.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +2.0% |
| 7D | +14.9% | +6.4% | +8.5% | +10.3% |
| 30D | +14.7% | +8.7% | +5.9% | +8.0% |
| 3M | +12.1% | -5.8% | +17.9% | +17.0% |
| 6M | +18.3% | +22.5% | -4.2% | -0.8% |
| YTD | +36.1% | +45.6% | -9.5% | -0.8% |
| 1Y | +35.3% | +47.5% | -12.1% | -2.4% |
| 3Y | +73.5% | +166.2% | -92.8% | -31.2% |
| 5Y | -61.6% | +124.1% | -185.7% | -82.3% |
| 10Y | +638.0% | +668.0% | -30.0% | +77.7% |
| All | +577.6% | +962.7% | -385.1% | +46.4% |
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 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