+654.3%
GS vs GRMN
+634.2%
+20.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.9% | -2.9% | +3.8% | +2.3% |
| 30D | -1.6% | -8.4% | +6.9% | +2.4% |
| 3M | -4.5% | +15.0% | -19.5% | -12.1% |
| 6M | +20.9% | +11.2% | +9.7% | +12.8% |
| YTD | +19.9% | +37.7% | -17.8% | +0.2% |
| 1Y | +41.4% | +18.5% | +22.9% | +26.4% |
| 3Y | +239.2% | +175.8% | +63.4% | +84.3% |
| 5Y | +185.0% | +75.1% | +109.9% | +97.9% |
| All | +654.3% | +634.2% | +20.1% | +137.3% |
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