+35.8%
MSCI vs GRMN
+155.8%
-120.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | +3.0% | -0.9% | +3.9% | +3.2% |
| 30D | +17.8% | +1.2% | +16.6% | +17.4% |
| 3M | +15.2% | -8.9% | +24.1% | +17.3% |
| 6M | +16.5% | +23.0% | -6.5% | +10.6% |
| YTD | +16.4% | +41.2% | -24.9% | +6.9% |
| 1Y | +16.8% | +47.5% | -30.7% | +6.2% |
| 3Y | +35.8% | +155.8% | -120.0% | +10.3% |
| All | +35.8% | +155.8% | -120.1% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling