+820.4%
MSCI vs GRMN
+665.4%
+155.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | -0.1% |
| 7D | -1.9% | +1.7% | -3.5% | -2.7% |
| 30D | +16.5% | +10.2% | +6.3% | +11.1% |
| 3M | +18.2% | -4.7% | +22.9% | +20.4% |
| 6M | +14.0% | +22.3% | -8.3% | +2.0% |
| YTD | +16.6% | +46.7% | -30.1% | -5.6% |
| 1Y | +14.8% | +49.6% | -34.8% | -8.1% |
| 3Y | +33.3% | +165.3% | -132.0% | -30.0% |
| 5Y | +9.1% | +130.3% | -121.3% | -38.7% |
| 10Y | +820.4% | +658.0% | +162.4% | +201.1% |
| All | +820.4% | +665.4% | +155.0% | +201.1% |
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