+794.2%
SPY vs GRMN
+6,828.2%
-6,034.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +2.6% | -0.9% | +3.5% | +2.8% |
| 30D | -2.0% | +1.2% | -3.2% | -2.4% |
| 3M | -2.8% | -8.9% | +6.1% | -0.8% |
| 6M | +2.1% | +23.0% | -20.9% | -3.8% |
| YTD | +11.5% | +41.2% | -29.7% | +1.1% |
| 1Y | +13.5% | +47.5% | -34.0% | +1.7% |
| 3Y | +77.7% | +155.8% | -78.1% | +35.7% |
| 5Y | +72.6% | +120.2% | -47.6% | +35.8% |
| 10Y | +308.2% | +629.9% | -321.7% | +143.6% |
| All | +794.2% | +6,828.2% | -6,034.0% | +221.6% |
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 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