+49.1%
D vs GRMN
+628.7%
-579.6%
-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% | +0.5% |
| 7D | -1.4% | -0.9% | -0.5% | -1.2% |
| 30D | +7.7% | +1.2% | +6.6% | +7.4% |
| 3M | -0.3% | -8.9% | +8.6% | +1.5% |
| 6M | +10.1% | +23.0% | -12.9% | +4.3% |
| YTD | +19.1% | +41.2% | -22.2% | +8.4% |
| 1Y | +15.9% | +47.5% | -31.6% | +4.3% |
| 3Y | +75.0% | +155.8% | -80.7% | +27.8% |
| 5Y | +13.4% | +120.2% | -106.8% | -14.5% |
| All | +49.1% | +628.7% | -579.6% | -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