+763.1%
PM vs GRMN
+842.6%
-79.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -4.9% | -2.9% | -2.0% | -4.4% |
| 30D | -3.4% | -8.4% | +5.0% | -1.9% |
| 3M | +5.2% | +15.0% | -9.8% | +2.1% |
| 6M | +3.7% | +11.2% | -7.5% | +1.1% |
| YTD | +15.8% | +37.7% | -21.9% | +8.2% |
| 1Y | +17.4% | +18.5% | -1.1% | +12.5% |
| 3Y | +116.9% | +175.8% | -58.9% | +70.9% |
| 5Y | +117.3% | +75.1% | +42.2% | +85.7% |
| 10Y | +193.8% | +637.0% | -443.3% | +88.8% |
| All | +763.1% | +842.6% | -79.4% | +347.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling