+11.7%
SPGI vs GRMN
+122.2%
-110.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +0.3% | +4.7% | -4.5% | -1.2% |
| 30D | +18.4% | +3.4% | +15.0% | +17.0% |
| 3M | +15.7% | -5.0% | +20.7% | +17.2% |
| 6M | +17.3% | +18.6% | -1.3% | +9.7% |
| YTD | -4.7% | +42.5% | -47.2% | -16.9% |
| 1Y | +1.8% | +42.3% | -40.5% | -11.2% |
| 3Y | +31.7% | +158.5% | -126.8% | -18.3% |
| All | +11.7% | +122.2% | -110.5% | -24.4% |
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