+672.3%
AU vs GRMN
+677.8%
-5.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -0.2% |
| 7D | -4.3% | +2.4% | -6.7% | -4.7% |
| 30D | +7.3% | -8.5% | +15.8% | +8.9% |
| 3M | +26.3% | +19.5% | +6.9% | +21.9% |
| 6M | +1.8% | +21.2% | -19.4% | -1.8% |
| YTD | +26.8% | +41.0% | -14.2% | +19.6% |
| 1Y | +66.7% | +19.6% | +47.1% | +60.7% |
| 3Y | +579.1% | +183.8% | +395.3% | +454.1% |
| 5Y | +689.3% | +83.0% | +606.3% | +571.0% |
| All | +672.3% | +677.8% | -5.5% | +427.1% |
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