+448.8%
GS vs GRMN
+651.6%
-202.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.9% |
| 7D | +1.6% | +6.3% | -4.8% | -1.2% |
| 30D | +1.7% | +7.6% | -5.9% | -1.9% |
| 3M | -11.6% | -7.5% | -4.1% | -8.8% |
| 6M | -1.9% | +21.2% | -23.1% | -12.2% |
| YTD | +5.1% | +44.0% | -39.0% | -14.2% |
| 1Y | +16.4% | +44.7% | -28.3% | -5.2% |
| 3Y | +199.0% | +160.5% | +38.4% | +69.2% |
| 5Y | +157.4% | +124.6% | +32.8% | +55.5% |
| All | +448.8% | +651.6% | -202.8% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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