+35.3%
D vs GRMN
+633.1%
-597.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | -0.7% | -11.3% | +10.6% | +1.9% |
| 3M | +2.1% | +17.7% | -15.6% | -2.1% |
| 6M | +6.8% | +14.2% | -7.3% | +2.9% |
| YTD | +16.5% | +37.0% | -20.5% | +7.1% |
| 1Y | +19.2% | +17.0% | +2.2% | +13.3% |
| 3Y | +61.9% | +183.2% | -121.3% | +14.3% |
| 5Y | +6.5% | +77.3% | -70.7% | -13.5% |
| 10Y | +35.3% | +630.9% | -595.6% | -26.6% |
| All | +35.3% | +633.1% | -597.9% | -26.6% |
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