-49.3%
COMP vs GRMN
+140.7%
-190.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.6% |
| 7D | 0.0% | -0.9% | +0.9% | +0.8% |
| 30D | +16.6% | +1.2% | +15.4% | +16.0% |
| 3M | -23.5% | -8.9% | -14.6% | -17.6% |
| 6M | +25.7% | +23.0% | +2.7% | +3.1% |
| YTD | -3.4% | +41.2% | -44.6% | -29.5% |
| 1Y | +7.6% | +47.5% | -39.9% | -24.5% |
| 3Y | +423.6% | +155.8% | +267.8% | +75.0% |
| 5Y | -10.6% | +120.2% | -130.8% | -72.4% |
| All | -49.3% | +140.7% | -190.0% | -83.1% |
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