+181.2%
DLR vs GRMN
+628.7%
-447.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | +3.3% | -0.9% | +4.2% | +3.6% |
| 30D | +4.6% | +1.2% | +3.4% | +4.0% |
| 3M | -8.3% | -8.9% | +0.6% | -5.8% |
| 6M | -5.6% | +23.0% | -28.6% | -13.0% |
| YTD | +18.7% | +41.2% | -22.5% | +3.5% |
| 1Y | +17.1% | +47.5% | -30.4% | +0.4% |
| 3Y | +54.4% | +155.8% | -101.4% | +1.8% |
| 5Y | +36.5% | +120.2% | -83.7% | -7.4% |
| All | +181.2% | +628.7% | -447.5% | +37.4% |
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