-10.3%
GFS vs GRMN
+116.0%
-126.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.2% |
| 7D | +7.4% | -0.9% | +8.3% | +7.8% |
| 30D | -15.3% | +1.2% | -16.4% | -16.0% |
| 3M | -21.1% | -8.9% | -12.2% | -18.2% |
| 6M | -44.5% | +23.0% | -67.5% | -50.5% |
| YTD | +19.2% | +41.2% | -22.0% | -1.7% |
| 1Y | +27.2% | +47.5% | -20.3% | +2.6% |
| 3Y | -20.1% | +155.8% | -175.9% | -58.1% |
| 5Y | -25.6% | +120.2% | -145.8% | -57.6% |
| All | -10.3% | +116.0% | -126.2% | -48.9% |
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