+828.4%
SPYM vs GRMN
+1,691.9%
-863.5%
-54.5%
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% | +2.3% |
| 3M | +2.0% | +15.0% | -13.0% | -2.1% |
| 6M | +13.1% | +11.2% | +1.9% | +9.2% |
| YTD | +13.6% | +37.7% | -24.1% | +3.6% |
| 1Y | +20.1% | +18.5% | +1.6% | +13.4% |
| 3Y | +77.6% | +175.8% | -98.3% | +32.0% |
| 5Y | +82.5% | +75.1% | +7.5% | +50.5% |
| 10Y | +317.6% | +637.0% | -319.4% | +148.8% |
| All | +828.4% | +1,691.9% | -863.5% | +340.4% |
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 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