+779.7%
MSCI vs GRMN
+693.0%
+86.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | -0.2% |
| 7D | +1.5% | +6.4% | -4.9% | -1.4% |
| 30D | +14.4% | +8.7% | +5.7% | +9.8% |
| 3M | +15.2% | -5.8% | +21.0% | +18.0% |
| 6M | +11.2% | +22.5% | -11.3% | -0.6% |
| YTD | +13.9% | +45.6% | -31.7% | -7.4% |
| 1Y | +12.5% | +47.5% | -35.0% | -9.3% |
| 3Y | +32.3% | +166.2% | -133.9% | -30.7% |
| 5Y | +4.9% | +124.1% | -119.2% | -40.1% |
| 10Y | +779.7% | +668.0% | +111.7% | +192.7% |
| All | +779.7% | +693.0% | +86.7% | +192.7% |
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