+77.9%
SPG vs GRMN
+117.6%
-39.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +4.9% | +4.7% | +0.2% | +3.2% |
| 30D | +15.6% | +3.4% | +12.2% | +14.0% |
| 3M | +4.1% | -5.0% | +9.1% | +5.7% |
| 6M | +13.6% | +18.6% | -5.0% | +5.2% |
| YTD | +27.5% | +42.5% | -14.9% | +8.7% |
| 1Y | +32.2% | +42.3% | -10.1% | +12.6% |
| 3Y | +126.0% | +158.5% | -32.5% | +32.2% |
| All | +77.9% | +117.6% | -39.7% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling