+435.1%
GRMN vs REPL
+37.4%
+397.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.6% | -2.7% |
| 7D | -0.1% | +9.8% | -9.9% | -0.3% |
| 30D | +3.5% | +81.5% | -78.0% | +2.3% |
| 3M | -7.3% | +44.2% | -51.5% | -8.1% |
| 6M | +21.8% | +437.4% | -415.6% | +15.0% |
| YTD | +42.8% | +126.1% | -83.3% | +35.8% |
| 1Y | +46.5% | +143.1% | -96.7% | +38.9% |
| 3Y | +158.3% | +97.8% | +60.4% | +119.2% |
| 5Y | +122.6% | -34.3% | +156.9% | +103.2% |
| All | +435.1% | +37.4% | +397.7% | +304.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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