+669.0%
GRMN vs GFI
+1,066.8%
-397.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.3% |
| 7D | +2.4% | -4.9% | +7.3% | +2.7% |
| 30D | -8.5% | +10.7% | -19.2% | -8.9% |
| 3M | +19.5% | +25.6% | -6.2% | +18.0% |
| 6M | +21.2% | -8.3% | +29.4% | +21.2% |
| YTD | +41.0% | +6.3% | +34.7% | +40.1% |
| 1Y | +19.6% | +22.1% | -2.5% | +18.0% |
| 3Y | +183.8% | +289.2% | -105.4% | +165.1% |
| 5Y | +83.0% | +531.7% | -448.6% | +65.6% |
| All | +669.0% | +1,066.8% | -397.9% | +636.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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