+174.0%
GD vs GRMN
+655.8%
-481.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | -1.9% | +6.3% | -8.2% | -3.8% |
| 30D | +10.9% | +7.6% | +3.4% | +8.3% |
| 3M | -6.8% | -7.5% | +0.7% | -4.9% |
| 6M | +7.0% | +21.2% | -14.2% | -0.5% |
| YTD | +11.1% | +44.0% | -32.9% | -2.8% |
| 1Y | +7.0% | +44.7% | -37.7% | -6.6% |
| 3Y | +59.9% | +160.5% | -100.6% | +6.0% |
| 5Y | +102.5% | +124.6% | -22.2% | +41.0% |
| 10Y | +174.0% | +651.6% | -477.6% | +20.9% |
| All | +174.0% | +655.8% | -481.7% | +20.9% |
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