+84.5%
PR vs GRMN
+628.7%
-544.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.6% |
| 7D | +6.0% | -0.9% | +6.9% | +6.3% |
| 30D | -4.2% | +1.2% | -5.4% | -5.1% |
| 3M | +10.0% | -8.9% | +18.9% | +13.0% |
| 6M | +15.6% | +23.0% | -7.4% | +4.6% |
| YTD | +68.2% | +41.2% | +27.0% | +41.3% |
| 1Y | +79.2% | +47.5% | +31.7% | +47.5% |
| 3Y | +94.9% | +155.8% | -60.8% | +19.5% |
| 5Y | +272.8% | +120.2% | +152.6% | +141.1% |
| All | +84.5% | +628.7% | -544.3% | -10.4% |
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 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