+30.9%
SPG vs GRMN
+40.7%
-9.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.5% | -3.6% | +2.0% |
| 7D | +8.2% | +6.1% | +2.1% | +7.3% |
| 30D | +13.5% | +1.3% | +12.2% | +13.2% |
| 3M | +2.2% | -5.6% | +7.8% | +2.8% |
| 6M | +15.9% | +22.2% | -6.3% | +12.1% |
| YTD | +27.6% | +44.3% | -16.7% | +19.5% |
| 1Y | +30.9% | +43.1% | -12.1% | +22.3% |
| All | +30.9% | +40.7% | -9.7% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling