+546.8%
ON vs GRMN
+636.8%
-90.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +2.0% |
| 7D | +17.0% | -0.1% | +17.1% | +17.2% |
| 30D | -3.9% | +3.5% | -7.4% | -6.6% |
| 3M | -11.5% | -7.3% | -4.2% | -7.0% |
| 6M | -29.2% | +21.8% | -51.0% | -40.6% |
| YTD | +36.2% | +42.8% | -6.6% | -0.1% |
| 1Y | +49.6% | +46.5% | +3.2% | +7.6% |
| 3Y | +9.4% | +158.3% | -148.9% | -55.7% |
| 5Y | +25.8% | +122.6% | -96.8% | -42.0% |
| All | +546.8% | +636.8% | -90.1% | +35.0% |
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