+29.3%
IYR vs GRMN
+179.1%
-149.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -0.9% | -1.4% | +0.5% | -0.7% |
| 30D | -2.4% | -13.1% | +10.7% | +0.1% |
| 3M | -2.0% | +14.9% | -17.0% | -4.9% |
| 6M | +2.5% | +13.1% | -10.6% | -0.5% |
| YTD | +8.3% | +35.3% | -27.0% | +1.2% |
| 1Y | +6.5% | +16.0% | -9.5% | +2.5% |
| All | +29.3% | +179.1% | -149.7% | -1.1% |
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