+439.7%
GRMN vs REPL
+45.5%
+394.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -1.2% |
| 7D | +6.3% | +12.7% | -6.4% | +6.1% |
| 30D | +7.6% | +73.5% | -65.9% | +6.4% |
| 3M | -7.5% | +70.3% | -77.8% | -8.5% |
| 6M | +21.2% | +472.0% | -450.8% | +14.3% |
| YTD | +44.0% | +139.5% | -95.5% | +36.9% |
| 1Y | +44.7% | +167.3% | -122.5% | +36.9% |
| 3Y | +160.5% | +109.5% | +51.0% | +120.9% |
| 5Y | +124.6% | -29.9% | +154.6% | +104.7% |
| All | +439.7% | +45.5% | +394.2% | +307.4% |
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