+478.5%
GS vs GRMN
+693.0%
-214.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.5% | +3.7% |
| 7D | +0.8% | +6.4% | -5.5% | -1.9% |
| 30D | +1.2% | +8.7% | -7.5% | -2.8% |
| 3M | -12.4% | -5.8% | -6.6% | -10.3% |
| 6M | -2.3% | +22.5% | -24.9% | -13.0% |
| YTD | +4.6% | +45.6% | -41.0% | -15.0% |
| 1Y | +17.5% | +47.5% | -29.9% | -5.2% |
| 3Y | +202.0% | +166.2% | +35.8% | +68.9% |
| 5Y | +152.4% | +124.1% | +28.3% | +52.8% |
| 10Y | +478.5% | +668.0% | -189.5% | +91.6% |
| All | +478.5% | +693.0% | -214.5% | +91.6% |
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