+171.8%
DLR vs GRMN
+646.1%
-474.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.3% | -1.8% | +0.5% | -0.7% |
| 30D | -2.9% | -12.1% | +9.2% | +1.3% |
| 3M | +3.2% | +18.0% | -14.8% | -3.3% |
| 6M | +3.9% | +13.7% | -9.8% | -1.6% |
| YTD | +21.4% | +35.3% | -13.9% | +7.6% |
| 1Y | +9.7% | +17.2% | -7.6% | +1.9% |
| 3Y | +56.5% | +179.6% | -123.1% | -1.0% |
| 5Y | +41.5% | +75.6% | -34.0% | +4.3% |
| All | +171.8% | +646.1% | -474.3% | +23.5% |
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