+227.5%
LOW vs GRMN
+674.8%
-447.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -1.6% |
| 7D | -3.7% | +2.0% | -5.8% | -4.6% |
| 30D | -8.9% | -8.8% | -0.1% | -5.1% |
| 3M | -10.4% | +19.0% | -29.4% | -18.2% |
| 6M | -19.4% | +20.7% | -40.1% | -27.0% |
| YTD | -17.1% | +40.5% | -57.6% | -30.6% |
| 1Y | -26.3% | +19.1% | -45.4% | -33.7% |
| 3Y | -9.9% | +182.7% | -192.6% | -52.7% |
| 5Y | +6.1% | +82.3% | -76.2% | -29.4% |
| All | +227.5% | +674.8% | -447.2% | +6.6% |
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