+46.3%
LYB vs GRMN
+677.8%
-631.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.2% | -3.0% |
| 7D | +0.3% | +2.4% | -2.2% | -1.0% |
| 30D | +2.5% | -8.5% | +10.9% | +6.7% |
| 3M | +1.4% | +19.5% | -18.1% | -8.4% |
| 6M | -3.5% | +21.2% | -24.7% | -14.9% |
| YTD | +52.0% | +41.0% | +10.9% | +22.4% |
| 1Y | +22.1% | +19.6% | +2.5% | +6.9% |
| 3Y | -22.8% | +183.8% | -206.6% | -62.4% |
| 5Y | -3.4% | +83.0% | -86.4% | -37.5% |
| All | +46.3% | +677.8% | -631.5% | -59.3% |
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