-54.3%
S vs GRMN
+108.0%
-162.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.8% |
| 7D | -1.2% | -1.4% | +0.2% | -0.4% |
| 30D | -12.6% | -13.1% | +0.5% | -5.1% |
| 3M | +27.6% | +14.9% | +12.6% | +16.3% |
| 6M | +35.5% | +13.1% | +22.4% | +23.8% |
| YTD | +29.6% | +35.3% | -5.7% | +4.9% |
| 1Y | +8.1% | +16.0% | -7.9% | -4.1% |
| 3Y | +14.8% | +179.6% | -164.8% | -57.9% |
| 5Y | -70.6% | +75.0% | -145.6% | -84.5% |
| All | -54.3% | +108.0% | -162.3% | -75.2% |
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