+568.4%
MA vs GRMN
+655.8%
-87.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.9% |
| 7D | +1.8% | +6.3% | -4.5% | -0.9% |
| 30D | +11.8% | +7.6% | +4.3% | +8.2% |
| 3M | +17.2% | -7.5% | +24.6% | +20.7% |
| 6M | +33.4% | +21.2% | +12.2% | +20.4% |
| YTD | +16.1% | +44.0% | -27.9% | -4.2% |
| 1Y | +19.9% | +44.7% | -24.8% | -1.4% |
| 3Y | +70.1% | +160.5% | -90.5% | -6.7% |
| 5Y | +89.6% | +124.6% | -35.0% | +11.7% |
| 10Y | +568.4% | +651.6% | -83.2% | +118.8% |
| All | +568.4% | +655.8% | -87.3% | +118.8% |
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