+48.8%
D vs GRMN
+636.8%
-588.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.2% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | +8.4% | +3.5% | +4.8% | +7.5% |
| 3M | +0.2% | -7.3% | +7.5% | +1.7% |
| 6M | +9.5% | +21.8% | -12.3% | +4.0% |
| YTD | +18.8% | +42.8% | -24.0% | +7.9% |
| 1Y | +14.7% | +46.5% | -31.8% | +3.4% |
| 3Y | +72.9% | +158.3% | -85.3% | +26.1% |
| 5Y | +13.1% | +122.6% | -109.5% | -14.9% |
| All | +48.8% | +636.8% | -588.1% | -17.1% |
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