+505.6%
MA vs GRMN
+633.1%
-127.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -1.8% | +0.2% | -1.9% | -1.8% |
| 30D | +1.4% | -11.3% | +12.7% | +6.7% |
| 3M | +17.7% | +17.7% | 0.0% | +8.2% |
| 6M | +9.7% | +14.2% | -4.5% | +1.7% |
| YTD | +0.5% | +37.0% | -36.5% | -15.0% |
| 1Y | -2.1% | +17.0% | -19.1% | -11.3% |
| 3Y | +40.1% | +183.2% | -143.1% | -27.6% |
| 5Y | +67.5% | +77.3% | -9.8% | +13.6% |
| 10Y | +505.6% | +630.9% | -125.3% | +98.6% |
| All | +505.6% | +633.1% | -127.5% | +98.6% |
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