+125.1%
PM vs GRMN
+76.7%
+48.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | -2.6% | -11.3% | +8.8% | -1.6% |
| 3M | +5.8% | +17.7% | -11.9% | +4.1% |
| 6M | +10.6% | +14.2% | -3.6% | +8.9% |
| YTD | +17.2% | +37.0% | -19.9% | +13.6% |
| 1Y | +17.6% | +17.0% | +0.6% | +15.6% |
| 3Y | +124.3% | +183.2% | -58.9% | +87.3% |
| 5Y | +125.1% | +77.3% | +47.8% | +95.8% |
| All | +125.1% | +76.7% | +48.4% | +95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling