+111.9%
SPG vs GRMN
+182.7%
-70.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -4.9% | -11.3% | +6.4% | -2.1% |
| 3M | +3.3% | +17.7% | -14.4% | -1.5% |
| 6M | +11.2% | +14.2% | -2.9% | +6.6% |
| YTD | +17.1% | +37.0% | -20.0% | +6.2% |
| 1Y | +21.6% | +17.0% | +4.6% | +15.0% |
| 3Y | +111.9% | +183.2% | -71.3% | +48.7% |
| All | +111.9% | +182.7% | -70.8% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling