+686.6%
P vs GRMN
+668.8%
+17.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.7% |
| 7D | -23.8% | +4.7% | -28.5% | -26.0% |
| 30D | -36.6% | +3.4% | -40.0% | -38.3% |
| 3M | +10.9% | -5.0% | +15.9% | +13.3% |
| 6M | +30.0% | +18.6% | +11.4% | +14.4% |
| YTD | +44.4% | +42.5% | +1.9% | +12.5% |
| 1Y | +3.9% | +42.3% | -38.4% | -19.0% |
| 3Y | +176.6% | +158.5% | +18.1% | +33.6% |
| 5Y | +249.3% | +123.6% | +125.7% | +85.7% |
| All | +686.6% | +668.8% | +17.8% | +80.4% |
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 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