+92.3%
MA vs GRMN
+122.2%
-29.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +2.3% | +4.7% | -2.4% | +0.9% |
| 30D | +14.7% | +3.4% | +11.3% | +13.4% |
| 3M | +13.5% | -5.0% | +18.5% | +14.9% |
| 6M | +33.1% | +18.6% | +14.5% | +25.1% |
| YTD | +15.1% | +42.5% | -27.4% | +1.3% |
| 1Y | +18.7% | +42.3% | -23.6% | +4.5% |
| 3Y | +72.1% | +158.5% | -86.4% | +10.2% |
| All | +92.3% | +122.2% | -29.9% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling