+235.3%
SLV vs GRMN
+628.0%
-392.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.5% | +2.5% |
| 7D | +2.8% | -1.4% | +4.2% | +3.1% |
| 30D | +2.2% | -13.1% | +15.3% | +4.9% |
| 3M | +2.9% | +14.9% | -12.0% | -0.1% |
| 6M | -22.4% | +13.1% | -35.5% | -24.4% |
| YTD | -5.7% | +35.3% | -41.0% | -10.7% |
| 1Y | +63.3% | +16.0% | +47.3% | +57.9% |
| 3Y | +189.0% | +179.6% | +9.4% | +136.3% |
| 5Y | +172.7% | +75.0% | +97.6% | +138.0% |
| 10Y | +235.3% | +644.1% | -408.8% | +140.9% |
| All | +235.3% | +628.0% | -392.7% | +140.9% |
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