+192.7%
EXC vs GRMN
+636.8%
-444.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | +0.7% |
| 7D | -1.9% | -0.1% | -1.9% | -1.9% |
| 30D | +7.8% | +3.5% | +4.2% | +6.7% |
| 3M | +1.9% | -7.3% | +9.2% | +3.6% |
| 6M | +3.4% | +21.8% | -18.4% | -2.9% |
| YTD | +7.6% | +42.8% | -35.2% | -4.3% |
| 1Y | +2.1% | +46.5% | -44.4% | -9.9% |
| 3Y | +29.6% | +158.3% | -128.7% | -14.1% |
| 5Y | +39.5% | +122.6% | -83.1% | -3.3% |
| All | +192.7% | +636.8% | -444.1% | +40.7% |
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