+98.2%
DG vs GRMN
+677.8%
-579.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -3.0% | +0.4% |
| 7D | -6.5% | +2.4% | -8.9% | -7.0% |
| 30D | +4.2% | -8.5% | +12.6% | +6.1% |
| 3M | +9.5% | +19.5% | -10.0% | +5.1% |
| 6M | -13.1% | +21.2% | -34.3% | -17.0% |
| YTD | -4.8% | +41.0% | -45.9% | -12.1% |
| 1Y | +20.6% | +19.6% | +1.0% | +15.0% |
| 3Y | +4.9% | +183.8% | -178.9% | -24.7% |
| 5Y | -37.9% | +83.0% | -120.9% | -49.4% |
| All | +98.2% | +677.8% | -579.6% | -4.1% |
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