+294.5%
KEEL vs GRMN
+329.5%
-35.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.5% | +1.0% |
| 7D | +2.9% | +2.4% | +0.5% | +1.2% |
| 30D | +0.8% | -8.5% | +9.3% | +7.2% |
| 3M | -35.3% | +19.5% | -54.8% | -45.4% |
| 6M | +59.4% | +21.2% | +38.2% | +34.4% |
| YTD | +51.9% | +41.0% | +10.9% | +13.8% |
| 1Y | +75.0% | +19.6% | +55.4% | +47.3% |
| 3Y | +224.5% | +183.8% | +40.8% | +23.4% |
| 5Y | -35.9% | +83.0% | -118.9% | -67.4% |
| All | +294.5% | +329.5% | -35.0% | +55.2% |
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