+397.7%
BAC vs GRMN
+628.0%
-230.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.0% |
| 7D | +0.6% | -1.4% | +2.0% | +1.3% |
| 30D | -1.4% | -13.1% | +11.7% | +5.0% |
| 3M | +15.7% | +14.9% | +0.8% | +6.7% |
| 6M | +32.2% | +13.1% | +19.1% | +22.4% |
| YTD | +15.8% | +35.3% | -19.5% | -2.5% |
| 1Y | +27.3% | +16.0% | +11.3% | +14.7% |
| 3Y | +137.5% | +179.6% | -42.1% | +22.4% |
| 5Y | +73.1% | +75.0% | -2.0% | +17.7% |
| 10Y | +397.7% | +644.1% | -246.4% | +38.7% |
| All | +397.7% | +628.0% | -230.3% | +38.7% |
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