+90.0%
IT vs GRMN
+646.1%
-556.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -12.7% | -1.8% | -10.9% | -12.0% |
| 30D | -8.9% | -12.1% | +3.2% | -3.5% |
| 3M | +10.1% | +18.0% | -7.8% | +1.8% |
| 6M | +7.3% | +13.7% | -6.5% | +0.2% |
| YTD | -32.4% | +35.3% | -67.7% | -41.8% |
| 1Y | -26.6% | +17.2% | -43.9% | -33.1% |
| 3Y | -51.8% | +179.6% | -231.4% | -73.5% |
| 5Y | -45.6% | +75.6% | -121.2% | -62.0% |
| All | +90.0% | +646.1% | -556.1% | -26.3% |
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