+21.7%
SPYG vs GRMN
+18.2%
+3.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +0.4% | -2.9% | +3.2% | +0.8% |
| 30D | -0.4% | -8.4% | +8.0% | +0.9% |
| 3M | +0.5% | +15.0% | -14.5% | -2.1% |
| 6M | +17.5% | +11.2% | +6.3% | +14.7% |
| YTD | +14.3% | +37.7% | -23.4% | +7.4% |
| 1Y | +21.7% | +18.5% | +3.2% | +16.8% |
| All | +21.7% | +18.2% | +3.5% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling