+207.2%
C vs GRMN
+636.8%
-429.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +1.2% |
| 7D | +4.7% | -0.1% | +4.8% | +4.8% |
| 30D | +0.2% | +3.5% | -3.4% | -1.9% |
| 3M | -9.3% | -7.3% | -2.0% | -6.4% |
| 6M | -0.8% | +21.8% | -22.6% | -12.6% |
| YTD | +8.5% | +42.8% | -34.3% | -12.8% |
| 1Y | +23.1% | +46.5% | -23.4% | -2.5% |
| 3Y | +220.8% | +158.3% | +62.5% | +69.6% |
| 5Y | +112.4% | +122.6% | -10.2% | +21.0% |
| All | +207.2% | +636.8% | -429.7% | -8.4% |
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