+120.4%
AS vs GRMN
+140.6%
-20.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.6% | +3.6% |
| 7D | -4.9% | -2.9% | -2.0% | -3.8% |
| 30D | -19.6% | -8.4% | -11.2% | -16.8% |
| 3M | -14.4% | +15.0% | -29.4% | -19.6% |
| 6M | -20.1% | +11.2% | -31.3% | -24.0% |
| YTD | -20.9% | +37.7% | -58.6% | -30.4% |
| 1Y | -21.9% | +18.5% | -40.3% | -27.8% |
| All | +120.4% | +140.6% | -20.2% | +103.9% |
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