+75.0%
GRMN vs IRM
+190.5%
-115.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.0% |
| 7D | -1.4% | +3.0% | -4.4% | -2.4% |
| 30D | -13.1% | -5.2% | -7.9% | -11.6% |
| 3M | +14.9% | -8.0% | +23.0% | +17.5% |
| 6M | +13.1% | +9.2% | +3.9% | +7.8% |
| YTD | +35.3% | +41.0% | -5.7% | +16.3% |
| 1Y | +16.0% | +23.3% | -7.3% | +4.7% |
| 3Y | +179.6% | +102.8% | +76.8% | +94.8% |
| 5Y | +75.0% | +192.8% | -117.8% | +1.5% |
| All | +75.0% | +190.5% | -115.5% | +1.5% |
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