-2.7%
MSCI vs GRMN
+17.9%
-20.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.7% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | -1.7% | -11.3% | +9.6% | +0.9% |
| 3M | -8.2% | +17.7% | -25.9% | -12.3% |
| 6M | -2.4% | +14.2% | -16.6% | -6.3% |
| YTD | -2.8% | +37.0% | -39.8% | -10.9% |
| 1Y | -2.7% | +17.0% | -19.6% | -5.8% |
| All | -2.7% | +17.9% | -20.5% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling