+138.9%
GLD vs GRMN
+76.7%
+62.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | +0.7% | +0.2% | +0.6% | +0.7% |
| 30D | +0.3% | -11.3% | +11.6% | +1.0% |
| 3M | +0.6% | +17.7% | -17.1% | -0.4% |
| 6M | -15.6% | +14.2% | -29.7% | -16.3% |
| YTD | +0.9% | +37.0% | -36.2% | -0.8% |
| 1Y | +19.4% | +17.0% | +2.4% | +18.0% |
| 3Y | +124.5% | +183.2% | -58.7% | +111.7% |
| 5Y | +138.9% | +77.3% | +61.7% | +120.2% |
| All | +138.9% | +76.7% | +62.2% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling