+116.1%
SPG vs GRMN
+655.8%
-539.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | +5.6% | +6.3% | -0.8% | +2.6% |
| 30D | +17.6% | +7.6% | +10.0% | +13.4% |
| 3M | +7.5% | -7.5% | +14.9% | +10.9% |
| 6M | +18.5% | +21.2% | -2.7% | +6.2% |
| YTD | +30.9% | +44.0% | -13.1% | +6.2% |
| 1Y | +34.1% | +44.7% | -10.6% | +8.4% |
| 3Y | +135.5% | +160.5% | -25.0% | +26.1% |
| 5Y | +86.5% | +124.6% | -38.1% | +7.4% |
| 10Y | +116.1% | +651.6% | -535.6% | -24.1% |
| All | +116.1% | +655.8% | -539.7% | -24.1% |
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