-44.9%
S vs GRMN
+121.5%
-166.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.2% |
| 7D | +1.4% | +6.3% | -5.0% | -2.0% |
| 30D | -10.8% | +7.6% | -18.4% | -14.8% |
| 3M | +5.4% | -7.5% | +12.9% | +9.5% |
| 6M | +41.2% | +21.2% | +20.0% | +24.0% |
| YTD | +56.2% | +44.0% | +12.2% | +21.1% |
| 1Y | +36.3% | +44.7% | -8.4% | +5.2% |
| 3Y | +49.4% | +160.5% | -111.1% | -38.6% |
| 5Y | -66.9% | +124.6% | -191.5% | -85.1% |
| All | -44.9% | +121.5% | -166.4% | -71.4% |
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