+3,163.8%
SPG vs GRMN
+6,890.4%
-3,726.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +4.9% | +4.7% | +0.2% | +3.3% |
| 30D | +15.6% | +3.4% | +12.2% | +14.2% |
| 3M | +4.1% | -5.0% | +9.1% | +5.5% |
| 6M | +13.6% | +18.6% | -5.0% | +6.2% |
| YTD | +27.5% | +42.5% | -14.9% | +11.5% |
| 1Y | +32.2% | +42.3% | -10.1% | +15.5% |
| 3Y | +126.0% | +158.5% | -32.5% | +57.2% |
| 5Y | +74.7% | +123.6% | -48.8% | +26.8% |
| 10Y | +112.8% | +682.5% | -569.7% | +6.5% |
| All | +3,163.8% | +6,890.4% | -3,726.7% | +954.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling