+188.5%
GD vs GRMN
+668.8%
-480.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -5.0% | +4.7% | -9.7% | -6.4% |
| 30D | +8.9% | +3.4% | +5.5% | +7.6% |
| 3M | -8.0% | -5.0% | -3.0% | -7.0% |
| 6M | +2.9% | +18.6% | -15.7% | -3.7% |
| YTD | +7.1% | +42.5% | -35.4% | -6.1% |
| 1Y | +5.9% | +42.3% | -36.4% | -7.1% |
| 3Y | +53.9% | +158.5% | -104.6% | +2.0% |
| 5Y | +95.4% | +123.6% | -28.1% | +35.8% |
| All | +188.5% | +668.8% | -480.2% | +23.7% |
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