+112.2%
DT vs GRMN
+305.8%
-193.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.2% |
| 7D | -0.5% | -1.4% | +0.9% | +0.2% |
| 30D | +0.1% | -13.1% | +13.1% | +7.2% |
| 3M | +24.1% | +14.9% | +9.2% | +13.7% |
| 6M | +30.1% | +13.1% | +17.0% | +19.2% |
| YTD | +16.8% | +35.3% | -18.5% | -3.9% |
| 1Y | -0.1% | +16.0% | -16.1% | -11.1% |
| 3Y | +6.8% | +179.6% | -172.8% | -52.3% |
| 5Y | -28.4% | +75.0% | -103.4% | -54.7% |
| All | +112.2% | +305.8% | -193.6% | -39.8% |
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