+311.1%
SPY vs GRMN
+665.4%
-354.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.6% |
| 7D | -0.9% | +1.7% | -2.6% | -1.5% |
| 30D | -2.4% | +10.2% | -12.5% | -6.0% |
| 3M | -1.2% | -4.7% | +3.6% | +0.3% |
| 6M | +3.3% | +22.3% | -19.0% | -5.7% |
| YTD | +12.3% | +46.7% | -34.4% | -5.4% |
| 1Y | +12.4% | +49.6% | -37.2% | -6.1% |
| 3Y | +78.8% | +165.3% | -86.5% | +8.8% |
| 5Y | +75.2% | +130.3% | -55.2% | +11.7% |
| 10Y | +311.1% | +658.0% | -346.9% | +64.5% |
| All | +311.1% | +665.4% | -354.2% | +64.5% |
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