+698.3%
SPYG vs GRMN
+6,622.3%
-5,924.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | -1.6% | -11.3% | +9.8% | +1.4% |
| 3M | +3.4% | +17.7% | -14.4% | -1.4% |
| 6M | +18.9% | +14.2% | +4.7% | +14.2% |
| YTD | +13.8% | +37.0% | -23.2% | +4.1% |
| 1Y | +20.6% | +17.0% | +3.6% | +14.4% |
| 3Y | +100.5% | +183.2% | -82.7% | +49.2% |
| 5Y | +84.6% | +77.3% | +7.3% | +53.1% |
| 10Y | +410.8% | +630.9% | -220.1% | +207.5% |
| All | +698.3% | +6,622.3% | -5,924.0% | +192.0% |
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