+424.9%
MAR vs GRMN
+646.1%
-221.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | -1.8% | -0.3% | -1.3% |
| 30D | -5.7% | -12.1% | +6.4% | -0.4% |
| 3M | -14.6% | +18.0% | -32.6% | -21.8% |
| 6M | +1.3% | +13.7% | -12.4% | -5.9% |
| YTD | +6.7% | +35.3% | -28.6% | -9.1% |
| 1Y | +26.4% | +17.2% | +9.2% | +14.3% |
| 3Y | +64.7% | +179.6% | -114.9% | -9.1% |
| 5Y | +153.1% | +75.6% | +77.5% | +76.0% |
| All | +424.9% | +646.1% | -221.2% | +85.9% |
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