+637.6%
GRMN vs RUN
+43.4%
+594.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -1.8% | -3.4% | +1.6% | -1.5% |
| 30D | -12.1% | -14.0% | +1.9% | -10.9% |
| 3M | +18.0% | -27.5% | +45.5% | +21.0% |
| 6M | +13.7% | -29.0% | +42.7% | +16.2% |
| YTD | +35.3% | -53.1% | +88.4% | +42.1% |
| 1Y | +17.2% | -46.7% | +64.0% | +20.9% |
| 3Y | +179.6% | -38.3% | +217.9% | +152.8% |
| 5Y | +75.6% | -80.7% | +156.2% | +71.0% |
| All | +637.6% | +43.4% | +594.3% | +421.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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