+296.4%
SPGI vs GRMN
+628.0%
-331.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.0% |
| 7D | -3.1% | -1.4% | -1.7% | -2.5% |
| 30D | +2.0% | -13.1% | +15.1% | +7.9% |
| 3M | +4.3% | +14.9% | -10.6% | -2.7% |
| 6M | -0.2% | +13.1% | -13.3% | -6.8% |
| YTD | -14.8% | +35.3% | -50.1% | -26.6% |
| 1Y | -18.5% | +16.0% | -34.5% | -25.4% |
| 3Y | +16.0% | +179.6% | -163.6% | -36.0% |
| 5Y | +2.2% | +75.0% | -72.8% | -28.8% |
| 10Y | +296.4% | +644.1% | -347.7% | +40.2% |
| All | +296.4% | +628.0% | -331.6% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling