+48.3%
D vs GRMN
+655.8%
-607.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +2.4% | +6.3% | -4.0% | +1.0% |
| 30D | +10.9% | +7.6% | +3.4% | +9.1% |
| 3M | +2.8% | -7.5% | +10.3% | +4.4% |
| 6M | +12.7% | +21.2% | -8.5% | +7.2% |
| YTD | +20.3% | +44.0% | -23.7% | +9.2% |
| 1Y | +17.1% | +44.7% | -27.6% | +6.0% |
| 3Y | +75.1% | +160.5% | -85.4% | +27.7% |
| 5Y | +13.1% | +124.6% | -111.5% | -14.9% |
| 10Y | +48.3% | +651.6% | -603.4% | -16.7% |
| All | +48.3% | +655.8% | -607.5% | -16.7% |
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