-6.8%
SSPC vs GRMN
+20.0%
-26.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | -0.8% |
| 7D | -25.1% | -0.1% | -25.0% | -25.1% |
| 30D | +9.4% | +3.5% | +5.8% | +9.9% |
| 3M | -15.5% | -7.3% | -8.2% | -17.3% |
| All | -6.8% | +20.0% | -26.8% | -15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling