+231.7%
RF vs GRMN
+665.4%
-433.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.1% |
| 7D | -1.3% | +1.7% | -3.0% | -2.2% |
| 30D | +4.6% | +10.2% | -5.5% | -0.7% |
| 3M | -8.4% | -4.7% | -3.7% | -6.7% |
| 6M | +8.9% | +22.3% | -13.4% | -4.0% |
| YTD | +8.8% | +46.7% | -37.9% | -14.2% |
| 1Y | +18.9% | +49.6% | -30.7% | -7.4% |
| 3Y | +116.0% | +165.3% | -49.3% | +11.0% |
| 5Y | +46.0% | +130.3% | -84.3% | -19.0% |
| 10Y | +231.7% | +658.0% | -426.3% | -4.2% |
| All | +231.7% | +665.4% | -433.6% | -4.2% |
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