-7.5%
MSCI vs GRMN
+75.1%
-82.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.4% | -2.9% | +3.3% | +1.5% |
| 30D | +0.6% | -8.4% | +9.0% | +4.0% |
| 3M | -7.1% | +15.0% | -22.1% | -12.9% |
| 6M | +0.8% | +11.2% | -10.4% | -4.6% |
| YTD | +1.0% | +37.7% | -36.7% | -13.0% |
| 1Y | +4.3% | +18.5% | -14.2% | -4.7% |
| 3Y | +9.9% | +175.8% | -165.9% | -43.6% |
| All | -7.5% | +75.1% | -82.6% | -40.4% |
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