+410.2%
SPYG vs GRMN
+646.1%
-235.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -1.8% | -1.8% | 0.0% | -1.1% |
| 30D | -1.9% | -12.1% | +10.2% | +3.2% |
| 3M | +5.2% | +18.0% | -12.8% | -2.9% |
| 6M | +15.6% | +13.7% | +1.8% | +8.1% |
| YTD | +12.4% | +35.3% | -22.9% | -3.0% |
| 1Y | +17.5% | +17.2% | +0.2% | +7.1% |
| 3Y | +98.1% | +179.6% | -81.5% | +12.2% |
| 5Y | +84.9% | +75.6% | +9.4% | +29.7% |
| All | +410.2% | +646.1% | -235.9% | +95.4% |
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