+645.8%
IYR vs GRMN
+6,828.2%
-6,182.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | +6.6% | +1.2% | +5.4% | +6.1% |
| 3M | -1.8% | -8.9% | +7.1% | +0.5% |
| 6M | +1.4% | +23.0% | -21.6% | -5.3% |
| YTD | +10.5% | +41.2% | -30.7% | -1.4% |
| 1Y | +10.6% | +47.5% | -36.9% | -2.6% |
| 3Y | +41.8% | +155.8% | -113.9% | +3.2% |
| 5Y | +6.0% | +120.2% | -114.1% | -20.2% |
| 10Y | +86.7% | +629.9% | -543.2% | -0.3% |
| All | +645.8% | +6,828.2% | -6,182.4% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling