+212.2%
GLD vs GRMN
+693.0%
-480.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.8% |
| 7D | +4.9% | +6.4% | -1.4% | +4.6% |
| 30D | -1.3% | +8.7% | -10.0% | -1.7% |
| 3M | -4.8% | -5.8% | +1.0% | -4.6% |
| 6M | -12.5% | +22.5% | -35.1% | -13.4% |
| YTD | -4.2% | +45.6% | -49.8% | -5.8% |
| 1Y | +3.0% | +47.5% | -44.4% | +1.3% |
| 3Y | +109.1% | +166.2% | -57.1% | +100.4% |
| 5Y | +121.6% | +124.1% | -2.5% | +111.8% |
| 10Y | +212.2% | +668.0% | -455.8% | +205.0% |
| All | +212.2% | +693.0% | -480.8% | +205.0% |
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