+637.6%
GRMN vs GPC
+88.6%
+549.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.6% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | -13.1% | +1.3% | -14.4% | -13.6% |
| 3M | +14.9% | +37.1% | -22.2% | +0.3% |
| 6M | +13.1% | +23.2% | -10.1% | +2.9% |
| YTD | +35.3% | +13.1% | +22.2% | +25.8% |
| 1Y | +16.0% | +0.9% | +15.1% | +13.3% |
| 3Y | +179.6% | -0.8% | +180.4% | +165.7% |
| 5Y | +75.0% | +31.1% | +43.9% | +45.5% |
| All | +637.6% | +88.6% | +549.0% | +395.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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