+340.4%
RF vs GRMN
+634.0%
-293.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.3% | -2.9% | +4.2% | +2.8% |
| 30D | -3.6% | -8.4% | +4.8% | +0.8% |
| 3M | +8.1% | +15.0% | -6.9% | -1.1% |
| 6M | +11.5% | +11.2% | +0.3% | +3.3% |
| YTD | +15.6% | +37.7% | -22.1% | -5.5% |
| 1Y | +15.7% | +18.5% | -2.8% | +2.0% |
| 3Y | +86.9% | +175.8% | -88.9% | -7.5% |
| 5Y | +89.8% | +75.1% | +14.7% | +25.6% |
| All | +340.4% | +634.0% | -293.6% | +20.9% |
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