+75.8%
SPYM vs GRMN
+179.1%
-103.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | -1.8% | -0.2% | -1.6% |
| 30D | -1.6% | -12.1% | +10.5% | +0.9% |
| 3M | +4.7% | +18.0% | -13.2% | +0.7% |
| 6M | +12.6% | +13.7% | -1.2% | +8.9% |
| YTD | +11.8% | +35.3% | -23.5% | +3.9% |
| 1Y | +17.5% | +17.2% | +0.3% | +12.3% |
| All | +75.8% | +179.1% | -103.3% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling