+95.1%
F vs GRMN
+634.0%
-538.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +5.3% | -2.9% | +8.2% | +6.9% |
| 30D | +4.6% | -8.4% | +13.0% | +9.4% |
| 3M | -3.7% | +15.0% | -18.7% | -11.7% |
| 6M | +16.8% | +11.2% | +5.6% | +8.7% |
| YTD | +15.3% | +37.7% | -22.4% | -5.3% |
| 1Y | +31.0% | +18.5% | +12.5% | +16.0% |
| 3Y | +45.4% | +175.8% | -130.4% | -29.8% |
| 5Y | +54.7% | +75.1% | -20.4% | -1.7% |
| All | +95.1% | +634.0% | -538.9% | -41.3% |
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