+18.0%
GRMN vs IRE
-97.3%
+115.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.2% |
| 7D | +6.4% | -15.5% | +21.9% | +6.3% |
| 30D | +8.7% | -70.4% | +79.1% | +9.8% |
| 3M | -5.8% | -81.6% | +75.8% | -4.4% |
| 6M | +22.5% | -94.7% | +117.2% | +27.4% |
| YTD | +45.6% | -91.8% | +137.4% | +45.5% |
| 1Y | +47.5% | -97.6% | +145.0% | +51.5% |
| All | +18.0% | -97.3% | +115.3% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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