+44.6%
IVZ vs GRMN
+655.8%
-611.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.5% |
| 7D | +2.2% | +6.3% | -4.2% | -1.6% |
| 30D | -2.2% | +7.6% | -9.7% | -6.8% |
| 3M | -8.4% | -7.5% | -1.0% | -4.3% |
| 6M | +6.2% | +21.2% | -15.1% | -9.1% |
| YTD | +12.4% | +44.0% | -31.6% | -15.3% |
| 1Y | +26.0% | +44.7% | -18.7% | -5.4% |
| 3Y | +147.9% | +160.5% | -12.7% | +9.5% |
| 5Y | +38.8% | +124.6% | -85.9% | -32.1% |
| 10Y | +44.6% | +651.6% | -607.1% | -66.4% |
| All | +44.6% | +655.8% | -611.2% | -66.4% |
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