+126.0%
DUK vs GRMN
+677.8%
-551.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -0.7% |
| 7D | -0.7% | +2.4% | -3.1% | -1.1% |
| 30D | -2.4% | -8.5% | +6.0% | -0.9% |
| 3M | -3.0% | +19.5% | -22.5% | -6.7% |
| 6M | -6.6% | +21.2% | -27.7% | -10.6% |
| YTD | +4.6% | +41.0% | -36.5% | -3.4% |
| 1Y | +1.2% | +19.6% | -18.4% | -3.5% |
| 3Y | +45.7% | +183.8% | -138.1% | +5.2% |
| 5Y | +40.3% | +83.0% | -42.7% | +14.7% |
| All | +126.0% | +677.8% | -551.7% | +27.2% |
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