+2,713.7%
SPGI vs GRMN
+7,042.9%
-4,329.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.1% |
| 7D | -0.9% | +6.4% | -7.2% | -2.6% |
| 30D | +15.5% | +8.7% | +6.8% | +12.7% |
| 3M | +15.7% | -5.8% | +21.4% | +17.3% |
| 6M | +19.1% | +22.5% | -3.5% | +11.2% |
| YTD | -4.1% | +45.6% | -49.7% | -15.0% |
| 1Y | +1.2% | +47.5% | -46.3% | -10.8% |
| 3Y | +31.6% | +166.2% | -134.7% | -5.1% |
| 5Y | +12.4% | +124.1% | -111.6% | -15.3% |
| 10Y | +334.3% | +668.0% | -333.7% | +134.5% |
| All | +2,713.7% | +7,042.9% | -4,329.3% | +774.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling