-2.7%
GFS vs GRMN
+109.5%
-112.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +2.6% | +0.2% | +2.5% | +2.6% |
| 30D | -16.4% | -11.3% | -5.1% | -11.8% |
| 3M | -41.6% | +17.7% | -59.3% | -46.6% |
| 6M | -3.7% | +14.2% | -17.8% | -10.5% |
| YTD | +29.3% | +37.0% | -7.7% | +8.7% |
| 1Y | +37.1% | +17.0% | +20.1% | +24.4% |
| 3Y | -22.1% | +183.2% | -205.3% | -63.1% |
| All | -2.7% | +109.5% | -112.2% | -43.5% |
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