-44.0%
S vs GRMN
+125.5%
-169.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.5% |
| 7D | +1.2% | +1.7% | -0.4% | +0.4% |
| 30D | -7.3% | +10.2% | -17.5% | -12.6% |
| 3M | +5.9% | -4.7% | +10.6% | +8.2% |
| 6M | +45.6% | +22.3% | +23.3% | +27.3% |
| YTD | +58.5% | +46.7% | +11.9% | +21.6% |
| 1Y | +37.6% | +49.6% | -12.0% | +4.1% |
| 3Y | +51.7% | +165.3% | -113.6% | -38.3% |
| 5Y | -67.5% | +130.3% | -197.8% | -85.5% |
| All | -44.0% | +125.5% | -169.6% | -71.3% |
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