+89.2%
IT vs GRMN
+628.7%
-539.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.2% |
| 7D | +1.1% | -0.9% | +2.0% | +1.5% |
| 30D | -1.8% | +1.2% | -3.0% | -2.4% |
| 3M | +4.8% | -8.9% | +13.7% | +9.1% |
| 6M | +33.0% | +23.0% | +10.0% | +20.1% |
| YTD | -23.8% | +41.2% | -65.1% | -36.0% |
| 1Y | -16.5% | +47.5% | -64.0% | -31.3% |
| 3Y | -53.6% | +155.8% | -209.4% | -73.2% |
| 5Y | -42.1% | +120.2% | -162.3% | -64.2% |
| All | +89.2% | +628.7% | -539.5% | -27.3% |
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