+313.7%
SPY vs GRMN
+646.0%
-332.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -0.4% | -1.4% | +1.0% | +0.2% |
| 30D | -1.4% | -13.1% | +11.7% | +3.9% |
| 3M | +3.7% | +14.9% | -11.2% | -2.7% |
| 6M | +13.0% | +13.1% | -0.1% | +6.4% |
| YTD | +12.4% | +35.3% | -22.9% | -2.0% |
| 1Y | +18.5% | +16.0% | +2.5% | +9.3% |
| 3Y | +77.6% | +179.6% | -102.0% | +4.4% |
| 5Y | +81.7% | +75.0% | +6.7% | +31.2% |
| All | +313.7% | +646.0% | -332.3% | +63.5% |
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