+4,507.3%
SITM vs GRMN
+230.9%
+4,276.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -1.7% |
| 7D | +8.4% | +0.2% | +8.2% | +8.2% |
| 30D | -17.4% | -11.3% | -6.1% | -8.3% |
| 3M | -9.8% | +17.7% | -27.5% | -24.7% |
| 6M | +83.0% | +14.2% | +68.8% | +57.7% |
| YTD | +69.6% | +37.0% | +32.6% | +21.3% |
| 1Y | +144.9% | +17.0% | +127.9% | +101.0% |
| 3Y | +429.9% | +183.2% | +246.7% | +46.2% |
| 5Y | +169.2% | +77.3% | +91.9% | +31.9% |
| All | +4,507.3% | +230.9% | +4,276.4% | +904.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling