+208.8%
PM vs GRMN
+646.1%
-437.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +1.9% | -1.8% | +3.7% | +2.3% |
| 30D | +1.9% | -12.1% | +14.0% | +4.5% |
| 3M | +4.6% | +18.0% | -13.4% | +0.6% |
| 6M | +11.7% | +13.7% | -2.0% | +8.0% |
| YTD | +20.4% | +35.3% | -14.9% | +11.9% |
| 1Y | +19.0% | +17.2% | +1.7% | +13.7% |
| 3Y | +130.4% | +179.6% | -49.2% | +65.6% |
| 5Y | +131.5% | +75.6% | +55.9% | +91.6% |
| All | +208.8% | +646.1% | -437.2% | +71.1% |
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