+3,250.3%
SPG vs GRMN
+6,966.1%
-3,715.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.0% |
| 7D | +5.6% | +6.3% | -0.8% | +3.5% |
| 30D | +17.6% | +7.6% | +10.0% | +14.7% |
| 3M | +7.5% | -7.5% | +14.9% | +9.9% |
| 6M | +18.5% | +21.2% | -2.7% | +10.1% |
| YTD | +30.9% | +44.0% | -13.1% | +14.0% |
| 1Y | +34.1% | +44.7% | -10.6% | +16.5% |
| 3Y | +135.5% | +160.5% | -25.0% | +63.4% |
| 5Y | +86.5% | +124.6% | -38.1% | +35.2% |
| 10Y | +116.1% | +651.6% | -535.6% | +9.3% |
| All | +3,250.3% | +6,966.1% | -3,715.7% | +979.0% |
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