+312.3%
A vs GRMN
+665.4%
-353.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.3% |
| 7D | -0.1% | +1.7% | -1.8% | -0.8% |
| 30D | +3.3% | +10.2% | -6.9% | -1.4% |
| 3M | +18.5% | -4.7% | +23.3% | +20.7% |
| 6M | +59.3% | +22.3% | +37.0% | +43.3% |
| YTD | +31.0% | +46.7% | -15.6% | +7.1% |
| 1Y | +19.3% | +49.6% | -30.3% | -3.4% |
| 3Y | +66.8% | +165.3% | -98.5% | -4.4% |
| 5Y | +15.5% | +130.3% | -114.8% | -30.3% |
| 10Y | +312.3% | +658.0% | -345.6% | +54.0% |
| All | +312.3% | +665.4% | -353.0% | +54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling