+103.0%
LEN vs GRMN
+677.8%
-574.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.1% | -0.1% |
| 7D | -4.8% | +2.4% | -7.2% | -6.0% |
| 30D | -6.6% | -8.5% | +1.9% | -2.2% |
| 3M | -15.7% | +19.5% | -35.1% | -24.5% |
| 6M | -16.6% | +21.2% | -37.8% | -26.0% |
| YTD | -21.3% | +41.0% | -62.4% | -36.4% |
| 1Y | -42.0% | +19.6% | -61.6% | -48.9% |
| 3Y | -27.9% | +183.8% | -211.7% | -65.7% |
| 5Y | -10.7% | +83.0% | -93.7% | -44.4% |
| All | +103.0% | +677.8% | -574.7% | -43.0% |
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