-16.4%
GFS vs GRMN
+117.9%
-134.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.3% |
| 7D | -7.8% | +4.7% | -12.6% | -9.8% |
| 30D | -19.7% | +3.4% | -23.1% | -21.2% |
| 3M | -23.1% | -5.0% | -18.1% | -21.7% |
| 6M | -46.4% | +18.6% | -65.0% | -51.3% |
| YTD | +11.0% | +42.5% | -31.5% | -8.8% |
| 1Y | +12.6% | +42.3% | -29.7% | -7.4% |
| 3Y | -24.9% | +158.5% | -183.4% | -60.9% |
| 5Y | -39.1% | +123.6% | -162.6% | -65.4% |
| All | -16.4% | +117.9% | -134.3% | -52.6% |
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