+70.3%
PR vs GRMN
+655.8%
-585.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.3% |
| 7D | -9.5% | +6.3% | -15.8% | -11.8% |
| 30D | -5.7% | +7.6% | -13.3% | -8.7% |
| 3M | +3.0% | -7.5% | +10.4% | +5.3% |
| 6M | +11.8% | +21.2% | -9.4% | +1.8% |
| YTD | +58.5% | +44.0% | +14.4% | +32.3% |
| 1Y | +69.9% | +44.7% | +25.1% | +41.3% |
| 3Y | +84.9% | +160.5% | -75.6% | +12.9% |
| 5Y | +246.4% | +124.6% | +121.8% | +122.8% |
| 10Y | +70.3% | +651.6% | -581.3% | -21.0% |
| All | +70.3% | +655.8% | -585.5% | -21.0% |
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