+64.3%
T vs GRMN
+646.0%
-581.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | -3.1% | -1.4% | -1.7% | -2.8% |
| 30D | +4.6% | -13.1% | +17.7% | +7.4% |
| 3M | +12.2% | +14.9% | -2.7% | +8.5% |
| 6M | -6.5% | +13.1% | -19.6% | -9.5% |
| YTD | +4.9% | +35.3% | -30.4% | -3.0% |
| 1Y | -10.5% | +16.0% | -26.5% | -14.5% |
| 3Y | +104.6% | +179.6% | -75.0% | +44.1% |
| 5Y | +64.2% | +75.0% | -10.8% | +33.8% |
| All | +64.3% | +646.0% | -581.7% | -12.3% |
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