+0.4%
SPGI vs GRMN
+44.3%
-43.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | +1.2% | -0.9% | +2.1% | +1.4% |
| 30D | +15.9% | +1.2% | +14.7% | +15.6% |
| 3M | +12.3% | -8.9% | +21.2% | +14.0% |
| 6M | +23.7% | +23.0% | +0.7% | +17.0% |
| YTD | -3.5% | +41.2% | -44.8% | -14.4% |
| 1Y | +0.4% | +47.5% | -47.1% | -12.1% |
| All | +0.4% | +44.3% | -43.8% | -12.1% |
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