+722.8%
GLD vs GRMN
+2,023.4%
-1,300.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -3.0% | -1.2% |
| 7D | -2.0% | +1.7% | -3.6% | -2.0% |
| 30D | -4.4% | +10.2% | -14.6% | -4.7% |
| 3M | -8.9% | -4.7% | -4.2% | -8.8% |
| 6M | -16.0% | +22.3% | -38.3% | -16.6% |
| YTD | -7.9% | +46.7% | -54.5% | -9.0% |
| 1Y | -3.9% | +49.6% | -53.5% | -5.1% |
| 3Y | +103.4% | +165.3% | -61.9% | +97.2% |
| 5Y | +109.7% | +130.3% | -20.6% | +103.5% |
| 10Y | +211.8% | +658.0% | -446.2% | +193.5% |
| All | +722.8% | +2,023.4% | -1,300.5% | +618.2% |
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 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