+31.7%
SPGI vs GRMN
+160.2%
-128.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +0.3% | +4.7% | -4.5% | -0.6% |
| 30D | +18.4% | +3.4% | +15.0% | +17.5% |
| 3M | +15.7% | -5.0% | +20.7% | +16.6% |
| 6M | +17.3% | +18.6% | -1.3% | +12.6% |
| YTD | -4.7% | +42.5% | -47.2% | -12.3% |
| 1Y | +1.8% | +42.3% | -40.5% | -6.4% |
| 3Y | +31.7% | +158.5% | -126.8% | +8.1% |
| All | +31.7% | +160.2% | -128.5% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling