+277.0%
IR vs GRMN
+554.6%
-277.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.4% |
| 7D | -1.9% | -1.4% | -0.5% | -1.2% |
| 30D | -15.0% | -13.1% | -2.0% | -8.9% |
| 3M | -0.4% | +14.9% | -15.4% | -8.2% |
| 6M | -15.0% | +13.1% | -28.2% | -21.1% |
| YTD | -7.1% | +35.3% | -42.3% | -21.8% |
| 1Y | -7.5% | +16.0% | -23.5% | -16.4% |
| 3Y | +6.3% | +179.6% | -173.3% | -45.4% |
| 5Y | +37.3% | +75.0% | -37.7% | -7.9% |
| All | +277.0% | +554.6% | -277.5% | +20.4% |
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