+406.9%
GRMN vs REPL
-9.7%
+416.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.2% |
| 7D | -1.4% | -9.6% | +8.2% | -1.2% |
| 30D | -13.1% | +5.7% | -18.8% | -13.2% |
| 3M | +14.9% | +56.4% | -41.4% | +12.9% |
| 6M | +13.1% | +67.4% | -54.3% | +8.3% |
| YTD | +35.3% | +48.7% | -13.4% | +29.8% |
| 1Y | +16.0% | +148.3% | -132.3% | +7.4% |
| 3Y | +179.6% | -26.7% | +206.3% | +152.7% |
| 5Y | +75.0% | -54.1% | +129.2% | +60.1% |
| All | +406.9% | -9.7% | +416.6% | +286.4% |
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