+248.9%
A vs GRMN
+628.0%
-379.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -0.9% |
| 7D | -4.4% | -1.4% | -3.0% | -3.8% |
| 30D | -2.7% | -13.1% | +10.4% | +3.5% |
| 3M | +7.0% | +14.9% | -7.9% | -0.6% |
| 6M | +24.6% | +13.1% | +11.5% | +16.0% |
| YTD | +7.0% | +35.3% | -28.3% | -9.0% |
| 1Y | +15.6% | +16.0% | -0.4% | +5.3% |
| 3Y | +29.9% | +179.6% | -149.7% | -28.3% |
| 5Y | -15.4% | +75.0% | -90.4% | -41.3% |
| 10Y | +248.9% | +644.1% | -395.3% | +28.6% |
| All | +248.9% | +628.0% | -379.2% | +28.6% |
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