+3.8%
MSCI vs GRMN
+122.2%
-118.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +2.8% | +4.7% | -1.9% | +1.0% |
| 30D | +15.4% | +3.4% | +12.0% | +13.7% |
| 3M | +13.4% | -5.0% | +18.4% | +15.3% |
| 6M | +10.9% | +18.6% | -7.7% | +2.3% |
| YTD | +13.0% | +42.5% | -29.5% | -4.3% |
| 1Y | +12.0% | +42.3% | -30.3% | -5.2% |
| 3Y | +34.1% | +158.5% | -124.4% | -27.9% |
| All | +3.8% | +122.2% | -118.4% | -36.8% |
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 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