+78.8%
IVV vs GRMN
+158.7%
-79.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.2% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | -2.7% | +3.5% | -6.2% | -3.4% |
| 3M | -1.7% | -7.3% | +5.6% | -0.4% |
| 6M | +3.2% | +21.8% | -18.6% | -1.6% |
| YTD | +12.0% | +42.8% | -30.8% | +2.8% |
| 1Y | +12.1% | +46.5% | -34.4% | +2.3% |
| All | +78.8% | +158.7% | -79.8% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling