+5.1%
SPGI vs GRMN
+76.7%
-71.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | +5.4% | -11.3% | +16.7% | +9.3% |
| 3M | +9.0% | +17.7% | -8.7% | +2.5% |
| 6M | +0.8% | +14.2% | -13.4% | -4.5% |
| YTD | -12.6% | +37.0% | -49.6% | -22.4% |
| 1Y | -16.1% | +17.0% | -33.1% | -21.8% |
| 3Y | +19.0% | +183.2% | -164.2% | -29.1% |
| 5Y | +5.1% | +77.3% | -72.2% | -28.7% |
| All | +5.1% | +76.7% | -71.6% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling