+652.6%
P vs GRMN
+655.8%
-3.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.2% |
| 7D | -13.3% | +6.3% | -19.7% | -16.5% |
| 30D | -34.0% | +7.6% | -41.6% | -37.2% |
| 3M | +4.1% | -7.5% | +11.5% | +8.0% |
| 6M | +30.5% | +21.2% | +9.2% | +13.5% |
| YTD | +52.2% | +44.0% | +8.2% | +18.0% |
| 1Y | +10.3% | +44.7% | -34.5% | -14.8% |
| 3Y | +180.9% | +160.5% | +20.3% | +35.5% |
| 5Y | +259.7% | +124.6% | +135.1% | +91.3% |
| 10Y | +652.6% | +651.6% | +1.0% | +83.2% |
| All | +652.6% | +655.8% | -3.1% | +83.2% |
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