+55.2%
HYG vs GRMN
+677.8%
-622.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.3% | -0.6% |
| 7D | -0.7% | +2.4% | -3.1% | -1.1% |
| 30D | -0.7% | -8.5% | +7.7% | +0.5% |
| 3M | -0.2% | +19.5% | -19.7% | -3.1% |
| 6M | +1.4% | +21.2% | -19.8% | -1.9% |
| YTD | +1.5% | +41.0% | -39.6% | -4.3% |
| 1Y | +2.9% | +19.6% | -16.7% | -0.6% |
| 3Y | +25.6% | +183.8% | -158.2% | +1.4% |
| 5Y | +18.6% | +83.0% | -64.5% | +2.3% |
| All | +55.2% | +677.8% | -622.6% | +4.8% |
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