+44.8%
PL vs GRMN
+132.0%
-87.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.5% |
| 7D | +13.4% | +1.7% | +11.7% | +12.5% |
| 30D | -10.2% | +10.2% | -20.3% | -15.6% |
| 3M | -39.5% | -4.7% | -34.8% | -38.1% |
| 6M | -65.7% | +22.3% | -88.0% | -70.3% |
| YTD | -27.3% | +46.7% | -73.9% | -44.2% |
| 1Y | +15.0% | +49.6% | -34.7% | -12.7% |
| 3Y | +560.8% | +165.3% | +395.5% | +231.2% |
| 5Y | +38.4% | +130.3% | -91.9% | -31.3% |
| All | +44.8% | +132.0% | -87.1% | -28.5% |
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