+361.6%
PSX vs GRMN
+628.7%
-267.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | +7.8% | -0.9% | +8.7% | +8.1% |
| 30D | -10.9% | +1.2% | -12.1% | -11.6% |
| 3M | +14.5% | -8.9% | +23.4% | +17.6% |
| 6M | +56.1% | +23.0% | +33.1% | +41.2% |
| YTD | +109.6% | +41.2% | +68.4% | +76.2% |
| 1Y | +95.5% | +47.5% | +48.0% | +61.3% |
| 3Y | +156.2% | +155.8% | +0.4% | +53.7% |
| 5Y | +310.0% | +120.2% | +189.8% | +162.7% |
| All | +361.6% | +628.7% | -267.1% | +67.1% |
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