+231.1%
GM vs GRMN
+677.8%
-446.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -2.8% |
| 7D | -2.4% | +2.4% | -4.9% | -3.7% |
| 30D | -1.1% | -8.5% | +7.3% | +3.3% |
| 3M | +6.1% | +19.5% | -13.3% | -4.8% |
| 6M | +15.0% | +21.2% | -6.2% | +2.1% |
| YTD | +6.0% | +41.0% | -35.1% | -13.8% |
| 1Y | +47.1% | +19.6% | +27.5% | +29.8% |
| 3Y | +170.5% | +183.8% | -13.3% | +30.0% |
| 5Y | +80.5% | +83.0% | -2.5% | +13.6% |
| All | +231.1% | +677.8% | -446.7% | -2.5% |
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