+816.6%
GLD vs GRMN
+1,893.5%
-1,077.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -0.5% | -2.9% | +2.3% | -0.4% |
| 30D | +4.4% | -8.4% | +12.8% | +4.7% |
| 3M | -1.1% | +15.0% | -16.1% | -1.6% |
| 6M | -13.8% | +11.2% | -25.0% | -14.1% |
| YTD | +2.6% | +37.7% | -35.1% | +1.6% |
| 1Y | +24.5% | +18.5% | +6.0% | +23.7% |
| 3Y | +125.8% | +175.8% | -50.0% | +118.8% |
| 5Y | +137.8% | +75.1% | +62.7% | +132.3% |
| 10Y | +221.4% | +637.0% | -415.7% | +202.8% |
| All | +816.6% | +1,893.5% | -1,077.0% | +701.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling