+3,254.2%
SPG vs GRMN
+7,095.1%
-3,840.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.5% |
| 7D | +2.7% | +1.7% | +1.1% | +2.2% |
| 30D | +16.6% | +10.2% | +6.4% | +12.8% |
| 3M | +8.1% | -4.7% | +12.8% | +9.5% |
| 6M | +19.3% | +22.3% | -2.9% | +10.5% |
| YTD | +31.1% | +46.7% | -15.6% | +13.5% |
| 1Y | +32.8% | +49.6% | -16.9% | +14.1% |
| 3Y | +135.8% | +165.3% | -29.5% | +62.6% |
| 5Y | +85.1% | +130.3% | -45.2% | +33.0% |
| 10Y | +115.9% | +658.0% | -542.1% | +8.9% |
| All | +3,254.2% | +7,095.1% | -3,840.9% | +973.8% |
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