+788.9%
SPY vs GRMN
+6,966.1%
-6,177.1%
-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 | -0.6% | +6.3% | -6.9% | -2.1% |
| 30D | -3.7% | +7.6% | -11.2% | -5.5% |
| 3M | -2.7% | -7.5% | +4.7% | -1.1% |
| 6M | +2.2% | +21.2% | -19.0% | -3.4% |
| YTD | +10.8% | +44.0% | -33.2% | 0.0% |
| 1Y | +11.2% | +44.7% | -33.5% | +0.2% |
| 3Y | +76.5% | +160.5% | -84.0% | +34.2% |
| 5Y | +72.9% | +124.6% | -51.7% | +35.4% |
| 10Y | +304.8% | +651.6% | -346.8% | +140.0% |
| All | +788.9% | +6,966.1% | -6,177.1% | +218.2% |
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