+576.6%
SPMO vs GRMN
+901.7%
-325.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | +0.5% | -11.3% | +11.8% | +4.4% |
| 3M | +1.9% | +17.7% | -15.8% | -4.4% |
| 6M | +27.8% | +14.2% | +13.7% | +21.1% |
| YTD | +26.7% | +37.0% | -10.4% | +12.3% |
| 1Y | +28.9% | +17.0% | +11.9% | +20.0% |
| 3Y | +160.7% | +183.2% | -22.5% | +70.2% |
| 5Y | +150.2% | +77.3% | +72.9% | +91.6% |
| 10Y | +517.5% | +630.9% | -113.4% | +228.8% |
| All | +576.6% | +901.7% | -325.1% | +257.9% |
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