+162.0%
SO vs GRMN
+628.0%
-466.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.5% |
| 7D | 0.0% | -1.4% | +1.4% | +0.3% |
| 30D | -2.5% | -13.1% | +10.6% | +0.4% |
| 3M | -4.2% | +14.9% | -19.1% | -7.6% |
| 6M | -7.7% | +13.1% | -20.8% | -10.9% |
| YTD | +3.8% | +35.3% | -31.5% | -4.4% |
| 1Y | +0.1% | +16.0% | -15.9% | -4.8% |
| 3Y | +44.2% | +179.6% | -135.4% | -0.7% |
| 5Y | +57.9% | +75.0% | -17.1% | +26.9% |
| 10Y | +162.0% | +644.1% | -482.1% | +36.4% |
| All | +162.0% | +628.0% | -466.0% | +36.4% |
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