+185.2%
SITM vs GRMN
+81.6%
+103.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.3% | +2.4% |
| 7D | +3.9% | +2.4% | +1.4% | +2.1% |
| 30D | -6.6% | -8.5% | +1.9% | 0.0% |
| 3M | -11.9% | +19.5% | -31.3% | -25.2% |
| 6M | +81.1% | +21.2% | +59.9% | +52.8% |
| YTD | +80.0% | +41.0% | +38.9% | +32.2% |
| 1Y | +145.8% | +19.6% | +126.3% | +105.3% |
| 3Y | +475.9% | +183.8% | +292.1% | +80.1% |
| All | +185.2% | +81.6% | +103.6% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling