+24.1%
PPG vs GRMN
+677.8%
-653.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -1.4% |
| 7D | -6.2% | +2.4% | -8.7% | -7.2% |
| 30D | -7.9% | -8.5% | +0.5% | -4.5% |
| 3M | -10.2% | +19.5% | -29.7% | -18.1% |
| 6M | +2.7% | +21.2% | -18.5% | -7.0% |
| YTD | +4.9% | +41.0% | -36.2% | -11.8% |
| 1Y | -3.2% | +19.6% | -22.8% | -12.6% |
| 3Y | -17.0% | +183.8% | -200.8% | -54.0% |
| 5Y | -23.3% | +83.0% | -106.3% | -48.2% |
| All | +24.1% | +677.8% | -653.7% | -54.3% |
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