+272.5%
RF vs GRMN
+668.8%
-396.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -0.9% | +4.7% | -5.6% | -3.3% |
| 30D | +6.0% | +3.4% | +2.6% | +3.8% |
| 3M | -8.9% | -5.0% | -3.9% | -7.0% |
| 6M | +2.3% | +18.6% | -16.2% | -8.4% |
| YTD | +7.6% | +42.5% | -34.9% | -14.0% |
| 1Y | +21.2% | +42.3% | -21.1% | -3.2% |
| 3Y | +108.5% | +158.5% | -49.9% | +8.2% |
| 5Y | +43.2% | +123.6% | -80.3% | -19.5% |
| All | +272.5% | +668.8% | -396.3% | +1.9% |
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