+193.4%
B vs GRMN
+633.1%
-439.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +1.4% | -11.3% | +12.7% | +3.7% |
| 3M | +12.2% | +17.7% | -5.5% | +8.2% |
| 6M | -2.1% | +14.2% | -16.3% | -4.9% |
| YTD | +2.9% | +37.0% | -34.1% | -3.2% |
| 1Y | +55.3% | +17.0% | +38.3% | +49.5% |
| 3Y | +198.7% | +183.2% | +15.5% | +138.6% |
| 5Y | +153.8% | +77.3% | +76.5% | +116.2% |
| 10Y | +193.4% | +630.9% | -437.5% | +100.3% |
| All | +193.4% | +633.1% | -439.7% | +100.3% |
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