+0.1%
DOW vs GRMN
+298.5%
-298.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | +5.2% | -0.9% | +6.1% | +5.6% |
| 30D | +13.2% | +1.2% | +12.0% | +11.9% |
| 3M | +10.1% | -8.9% | +19.0% | +14.3% |
| 6M | -13.1% | +23.0% | -36.1% | -23.8% |
| YTD | +46.1% | +41.2% | +4.9% | +15.9% |
| 1Y | +50.0% | +47.5% | +2.5% | +16.1% |
| 3Y | -20.2% | +155.8% | -176.0% | -59.7% |
| 5Y | -27.7% | +120.2% | -147.9% | -59.7% |
| All | +0.1% | +298.5% | -298.4% | -70.9% |
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