+210.4%
MGY vs GRMN
+592.6%
-382.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.1% | -1.6% |
| 7D | +3.5% | +2.4% | +1.1% | +2.5% |
| 30D | +5.3% | -8.5% | +13.7% | +9.0% |
| 3M | +2.6% | +19.5% | -16.8% | -5.4% |
| 6M | -3.3% | +21.2% | -24.5% | -12.5% |
| YTD | +29.2% | +41.0% | -11.8% | +8.4% |
| 1Y | +18.0% | +19.6% | -1.6% | +6.0% |
| 3Y | +30.0% | +183.8% | -153.8% | -29.0% |
| 5Y | +92.7% | +83.0% | +9.7% | +34.0% |
| All | +210.4% | +592.6% | -382.2% | +25.0% |
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