-35.7%
AUR vs GRMN
+120.4%
-156.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.7% | -1.5% |
| 7D | +1.4% | +2.4% | -1.0% | -0.4% |
| 30D | -6.4% | -8.5% | +2.1% | 0.0% |
| 3M | +7.7% | +19.5% | -11.8% | -7.6% |
| 6M | +44.5% | +21.2% | +23.3% | +22.3% |
| YTD | +67.4% | +41.0% | +26.4% | +25.4% |
| 1Y | +15.4% | +19.6% | -4.1% | -2.5% |
| 3Y | +94.8% | +183.8% | -88.9% | -27.0% |
| 5Y | -35.1% | +83.0% | -118.1% | -75.8% |
| All | -35.7% | +120.4% | -156.1% | -75.9% |
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