+637.6%
GRMN vs IRM
+430.1%
+207.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.7% |
| 7D | -1.8% | -1.8% | 0.0% | -1.2% |
| 30D | -12.1% | -7.8% | -4.3% | -9.8% |
| 3M | +18.0% | -7.9% | +25.8% | +20.4% |
| 6M | +13.7% | +6.3% | +7.4% | +9.9% |
| YTD | +35.3% | +38.2% | -2.9% | +18.8% |
| 1Y | +17.2% | +19.8% | -2.6% | +7.9% |
| 3Y | +179.6% | +98.8% | +80.9% | +109.2% |
| 5Y | +75.6% | +191.8% | -116.2% | +13.5% |
| All | +637.6% | +430.1% | +207.6% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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