+272.5%
PM vs GRMN
+628.7%
-356.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | +0.5% | -0.9% | +1.4% | +0.7% |
| 30D | -3.2% | +1.2% | -4.4% | -3.6% |
| 3M | +6.2% | -8.9% | +15.1% | +7.9% |
| 6M | +7.7% | +23.0% | -15.3% | +2.4% |
| YTD | +27.3% | +41.2% | -14.0% | +17.0% |
| 1Y | +32.8% | +47.5% | -14.7% | +20.8% |
| 3Y | +150.0% | +155.8% | -5.7% | +85.1% |
| 5Y | +164.2% | +120.2% | +44.1% | +102.4% |
| All | +272.5% | +628.7% | -356.2% | +107.3% |
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