+5.6%
MSCI vs GRMN
+119.5%
-113.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.8% |
| 7D | +3.0% | -0.9% | +3.9% | +3.3% |
| 30D | +17.8% | +1.2% | +16.6% | +17.1% |
| 3M | +15.2% | -8.9% | +24.1% | +19.1% |
| 6M | +16.5% | +23.0% | -6.5% | +5.8% |
| YTD | +16.4% | +41.2% | -24.9% | -1.1% |
| 1Y | +16.8% | +47.5% | -30.7% | -2.7% |
| 3Y | +35.8% | +155.8% | -120.0% | -26.6% |
| All | +5.6% | +119.5% | -113.9% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling