+4,532.8%
SITM vs GRMN
+226.7%
+4,306.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +4.8% | -1.8% | +6.6% | +6.5% |
| 30D | -9.7% | -12.1% | +2.4% | +1.0% |
| 3M | -9.3% | +18.0% | -27.3% | -24.4% |
| 6M | +69.5% | +13.7% | +55.8% | +46.5% |
| YTD | +70.5% | +35.3% | +35.2% | +23.3% |
| 1Y | +145.3% | +17.2% | +128.0% | +100.6% |
| 3Y | +432.8% | +179.6% | +253.2% | +48.6% |
| 5Y | +174.0% | +75.6% | +98.5% | +35.3% |
| All | +4,532.8% | +226.7% | +4,306.1% | +921.3% |
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