+498.8%
MAR vs GRMN
+628.7%
-129.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | +1.6% | -0.9% | +2.5% | +1.9% |
| 30D | +13.8% | +1.2% | +12.6% | +12.9% |
| 3M | +20.3% | -8.9% | +29.2% | +24.6% |
| 6M | +21.3% | +23.0% | -1.7% | +8.5% |
| YTD | +37.2% | +41.2% | -4.0% | +14.3% |
| 1Y | +48.4% | +47.5% | +1.0% | +21.0% |
| 3Y | +120.1% | +155.8% | -35.6% | +28.2% |
| 5Y | +182.1% | +120.2% | +61.9% | +74.5% |
| All | +498.8% | +628.7% | -129.9% | +120.2% |
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