+584.1%
MA vs GRMN
+636.8%
-52.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.1% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +7.9% | +3.5% | +4.4% | +6.1% |
| 3M | +16.8% | -7.3% | +24.1% | +20.2% |
| 6M | +31.0% | +21.8% | +9.2% | +17.9% |
| YTD | +15.0% | +42.8% | -27.7% | -4.9% |
| 1Y | +17.0% | +46.5% | -29.4% | -4.5% |
| 3Y | +68.5% | +158.3% | -89.8% | -7.8% |
| 5Y | +85.0% | +122.6% | -37.7% | +8.9% |
| All | +584.1% | +636.8% | -52.7% | +120.5% |
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