+797.1%
PH vs GRMN
+646.0%
+151.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | 0.0% |
| 7D | 0.0% | -1.4% | +1.4% | +0.8% |
| 30D | -10.3% | -13.1% | +2.8% | -3.2% |
| 3M | +5.1% | +14.9% | -9.9% | -4.7% |
| 6M | +2.3% | +13.1% | -10.8% | -6.7% |
| YTD | +8.7% | +35.3% | -26.6% | -11.5% |
| 1Y | +26.8% | +16.0% | +10.8% | +12.0% |
| 3Y | +139.2% | +179.6% | -40.4% | +10.2% |
| 5Y | +251.1% | +75.0% | +176.1% | +123.3% |
| All | +797.1% | +646.0% | +151.1% | +126.8% |
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