+1,381.0%
NET vs GRMN
+294.7%
+1,086.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.5% | -9.1% | -6.4% |
| 7D | -16.4% | +6.1% | -22.5% | -19.5% |
| 30D | -25.8% | +1.3% | -27.1% | -26.8% |
| 3M | -11.5% | -5.6% | -6.0% | -8.8% |
| 6M | +18.9% | +22.2% | -3.3% | +3.5% |
| YTD | +35.2% | +44.3% | -9.1% | +3.8% |
| 1Y | +14.5% | +43.1% | -28.6% | -11.6% |
| 3Y | +313.8% | +163.2% | +150.6% | +81.8% |
| 5Y | +32.6% | +125.5% | -93.0% | -38.4% |
| All | +1,381.0% | +294.7% | +1,086.3% | +477.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling