+826.4%
PM vs GRMN
+886.0%
-59.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | -6.6% | +6.3% | -13.0% | -7.7% |
| 30D | -3.4% | +7.6% | -11.0% | -4.8% |
| 3M | +5.3% | -7.5% | +12.8% | +6.6% |
| 6M | +15.5% | +21.2% | -5.7% | +10.8% |
| YTD | +24.3% | +44.0% | -19.8% | +15.1% |
| 1Y | +29.7% | +44.7% | -15.0% | +19.9% |
| 3Y | +144.9% | +160.5% | -15.6% | +95.5% |
| 5Y | +159.0% | +124.6% | +34.4% | +110.4% |
| 10Y | +250.9% | +651.6% | -400.7% | +124.4% |
| All | +826.4% | +886.0% | -59.5% | +375.4% |
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