+250.1%
SPOT vs GRMN
+465.8%
-215.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -6.9% | -1.8% | -5.1% | -6.2% |
| 30D | +4.1% | -12.1% | +16.2% | +9.4% |
| 3M | +3.7% | +18.0% | -14.3% | -4.0% |
| 6M | -1.6% | +13.7% | -15.3% | -7.7% |
| YTD | -10.2% | +35.3% | -45.5% | -21.9% |
| 1Y | -25.9% | +17.2% | -43.1% | -32.2% |
| 3Y | +235.6% | +179.6% | +56.0% | +87.9% |
| 5Y | +110.6% | +75.6% | +35.0% | +41.3% |
| All | +250.1% | +465.8% | -215.6% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling