+695.9%
PH vs GRMN
+628.7%
+67.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.6% |
| 7D | +4.3% | -0.9% | +5.2% | +4.8% |
| 30D | +0.1% | +1.2% | -1.0% | -1.1% |
| 3M | -9.4% | -8.9% | -0.5% | -5.4% |
| 6M | +8.8% | +23.0% | -14.2% | -5.9% |
| YTD | +9.6% | +41.2% | -31.6% | -13.5% |
| 1Y | +14.4% | +47.5% | -33.1% | -12.1% |
| 3Y | +134.5% | +155.8% | -21.2% | +15.6% |
| 5Y | +204.4% | +120.2% | +84.3% | +64.2% |
| All | +695.9% | +628.7% | +67.1% | +105.7% |
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