-12.5%
SPGI vs GRMN
+18.2%
-30.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +0.1% | -2.9% | +3.0% | +0.6% |
| 30D | +8.4% | -8.4% | +16.8% | +10.0% |
| 3M | +11.8% | +15.0% | -3.2% | +8.2% |
| 6M | +5.7% | +11.2% | -5.5% | +3.0% |
| YTD | -9.7% | +37.7% | -47.4% | -17.0% |
| 1Y | -12.5% | +18.5% | -30.9% | -16.8% |
| All | -12.5% | +18.2% | -30.7% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling