+131.9%
AS vs GRMN
+156.2%
-24.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.3% | -3.2% |
| 7D | -3.0% | +1.7% | -4.7% | -3.7% |
| 30D | +9.6% | +10.2% | -0.6% | +5.4% |
| 3M | -8.2% | -4.7% | -3.5% | -6.7% |
| 6M | -9.9% | +22.3% | -32.2% | -17.6% |
| YTD | -16.8% | +46.7% | -63.5% | -28.7% |
| 1Y | +3.0% | +49.6% | -46.7% | -12.4% |
| All | +131.9% | +156.2% | -24.3% | +108.9% |
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