+5,240.8%
GRMN vs IRM
+3,482.2%
+1,758.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | -8.4% | -8.1% | -0.4% | -6.0% |
| 3M | +15.0% | -9.7% | +24.7% | +18.2% |
| 6M | +11.2% | +10.0% | +1.2% | +6.4% |
| YTD | +37.7% | +43.0% | -5.3% | +20.2% |
| 1Y | +18.5% | +32.7% | -14.2% | +5.6% |
| 3Y | +175.8% | +102.7% | +73.1% | +108.5% |
| 5Y | +75.1% | +187.6% | -112.5% | +16.0% |
| 10Y | +637.0% | +420.1% | +216.9% | +280.1% |
| All | +5,240.8% | +3,482.2% | +1,758.6% | +1,287.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling