+376.3%
PSX vs GRMN
+646.1%
-269.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.5% | -1.8% | +3.3% | +2.2% |
| 30D | +15.8% | -12.1% | +27.9% | +21.4% |
| 3M | +43.0% | +18.0% | +25.0% | +32.5% |
| 6M | +61.1% | +13.7% | +47.4% | +50.1% |
| YTD | +104.5% | +35.3% | +69.2% | +75.7% |
| 1Y | +102.5% | +17.2% | +85.3% | +83.5% |
| 3Y | +133.5% | +179.6% | -46.1% | +32.9% |
| 5Y | +367.0% | +75.6% | +291.4% | +241.0% |
| All | +376.3% | +646.1% | -269.7% | +60.4% |
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