+637.6%
GRMN vs HIG
+315.0%
+322.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.8% | -2.3% | +0.5% | -1.1% |
| 30D | -12.1% | -1.2% | -10.9% | -11.8% |
| 3M | +18.0% | +6.3% | +11.7% | +15.6% |
| 6M | +13.7% | +0.6% | +13.1% | +13.2% |
| YTD | +35.3% | +0.6% | +34.7% | +34.5% |
| 1Y | +17.2% | +6.1% | +11.1% | +14.3% |
| 3Y | +179.6% | +102.0% | +77.6% | +121.7% |
| 5Y | +75.6% | +119.2% | -43.7% | +34.7% |
| All | +637.6% | +315.0% | +322.7% | +356.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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