+554.8%
MA vs GRMN
+693.0%
-138.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.5% |
| 7D | -0.3% | +6.4% | -6.7% | -3.0% |
| 30D | +11.3% | +8.7% | +2.6% | +7.2% |
| 3M | +16.7% | -5.8% | +22.4% | +19.3% |
| 6M | +32.8% | +22.5% | +10.2% | +19.3% |
| YTD | +15.6% | +45.6% | -30.0% | -5.0% |
| 1Y | +19.6% | +47.5% | -27.9% | -2.5% |
| 3Y | +72.1% | +166.2% | -94.1% | -6.6% |
| 5Y | +96.0% | +124.1% | -28.0% | +15.9% |
| 10Y | +554.8% | +668.0% | -113.3% | +115.4% |
| All | +554.8% | +693.0% | -138.2% | +115.4% |
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