+2,548.9%
SPGI vs GRMN
+6,655.2%
-4,106.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +0.1% | -2.9% | +3.0% | +0.9% |
| 30D | +8.4% | -8.4% | +16.8% | +11.1% |
| 3M | +11.8% | +15.0% | -3.2% | +6.6% |
| 6M | +5.7% | +11.2% | -5.5% | +1.5% |
| YTD | -9.7% | +37.7% | -47.4% | -18.5% |
| 1Y | -12.5% | +18.5% | -30.9% | -17.9% |
| 3Y | +21.8% | +175.8% | -154.0% | -13.1% |
| 5Y | +8.2% | +75.1% | -66.9% | -12.7% |
| 10Y | +309.5% | +637.0% | -327.5% | +124.3% |
| All | +2,548.9% | +6,655.2% | -4,106.3% | +738.2% |
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