+309.3%
SPY vs GRMN
+636.8%
-327.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +0.6% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | -2.7% | +3.5% | -6.2% | -4.1% |
| 3M | -1.7% | -7.3% | +5.6% | +0.7% |
| 6M | +3.1% | +21.8% | -18.7% | -5.8% |
| YTD | +11.9% | +42.8% | -30.9% | -4.8% |
| 1Y | +12.0% | +46.5% | -34.5% | -5.8% |
| 3Y | +78.2% | +158.3% | -80.1% | +9.3% |
| 5Y | +73.2% | +122.6% | -49.4% | +11.8% |
| All | +309.3% | +636.8% | -327.5% | +64.4% |
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