+52.3%
O vs GRMN
+646.0%
-593.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | -2.3% | -1.4% | -0.9% | -1.9% |
| 30D | -2.4% | -13.1% | +10.6% | +1.4% |
| 3M | -0.6% | +14.9% | -15.5% | -5.1% |
| 6M | -5.0% | +13.1% | -18.1% | -9.3% |
| YTD | +10.4% | +35.3% | -24.9% | -0.6% |
| 1Y | +6.6% | +16.0% | -9.4% | +0.2% |
| 3Y | +28.4% | +179.6% | -151.2% | -17.8% |
| 5Y | +15.3% | +75.0% | -59.7% | -11.4% |
| All | +52.3% | +646.0% | -593.7% | -28.6% |
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