+63.7%
SPG vs GRMN
+628.0%
-564.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -1.8% |
| 7D | -1.7% | -1.4% | -0.3% | -1.0% |
| 30D | -6.3% | -13.1% | +6.8% | 0.0% |
| 3M | -2.4% | +14.9% | -17.4% | -9.9% |
| 6M | +9.6% | +13.1% | -3.5% | +1.5% |
| YTD | +14.2% | +35.3% | -21.1% | -4.2% |
| 1Y | +19.3% | +16.0% | +3.3% | +7.4% |
| 3Y | +106.7% | +179.6% | -72.9% | +5.0% |
| 5Y | +104.2% | +75.0% | +29.2% | +35.9% |
| 10Y | +63.7% | +644.1% | -580.4% | -42.8% |
| All | +63.7% | +628.0% | -564.3% | -42.8% |
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