+108.0%
KEY vs GRMN
+676.1%
-568.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.3% | +4.7% | -6.0% | -3.9% |
| 30D | +5.1% | +3.4% | +1.7% | +2.8% |
| 3M | -7.1% | -5.0% | -2.1% | -5.0% |
| 6M | -4.4% | +18.6% | -23.0% | -15.2% |
| YTD | +4.0% | +42.5% | -38.5% | -18.4% |
| 1Y | +23.4% | +42.3% | -18.9% | -3.2% |
| 3Y | +113.9% | +158.5% | -44.6% | +6.1% |
| 5Y | +12.3% | +123.6% | -111.2% | -39.6% |
| All | +108.0% | +676.1% | -568.1% | -43.1% |
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 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