+810.7%
SPY vs GRMN
+6,655.2%
-5,844.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.1% | -2.9% | +3.0% | +0.8% |
| 30D | +0.1% | -8.4% | +8.5% | +2.2% |
| 3M | +2.0% | +15.0% | -13.0% | -2.1% |
| 6M | +13.0% | +11.2% | +1.8% | +9.2% |
| YTD | +13.5% | +37.7% | -24.2% | +3.8% |
| 1Y | +20.0% | +18.5% | +1.5% | +13.5% |
| 3Y | +77.2% | +175.8% | -98.6% | +32.9% |
| 5Y | +81.9% | +75.1% | +6.8% | +51.1% |
| 10Y | +314.1% | +637.0% | -323.0% | +147.3% |
| All | +810.7% | +6,655.2% | -5,844.5% | +230.3% |
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