+196.4%
SO vs GRMN
+628.7%
-432.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | +1.4% | -0.9% | +2.2% | +1.5% |
| 30D | +4.7% | +1.2% | +3.5% | +4.3% |
| 3M | +1.7% | -8.9% | +10.6% | +3.5% |
| 6M | +2.2% | +23.0% | -20.8% | -3.3% |
| YTD | +10.0% | +41.2% | -31.3% | +0.1% |
| 1Y | +6.0% | +47.5% | -41.5% | -4.6% |
| 3Y | +54.1% | +155.8% | -101.6% | +9.7% |
| 5Y | +79.6% | +120.2% | -40.5% | +32.6% |
| All | +196.4% | +628.7% | -432.3% | +56.5% |
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