+116.8%
GRMN vs IRM
+187.5%
-70.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.9% | +6.8% | -7.7% | -3.0% |
| 30D | +1.2% | +2.6% | -1.4% | 0.0% |
| 3M | -8.9% | -9.5% | +0.6% | -6.3% |
| 6M | +23.0% | -8.5% | +31.5% | +25.2% |
| YTD | +41.2% | +40.3% | +1.0% | +20.9% |
| 1Y | +47.5% | +28.7% | +18.8% | +30.4% |
| 3Y | +155.8% | +111.8% | +43.9% | +73.0% |
| All | +116.8% | +187.5% | -70.6% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling