+62.5%
T vs GRMN
+636.8%
-574.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +0.2% |
| 7D | +1.6% | -0.1% | +1.7% | +1.7% |
| 30D | -2.9% | +3.5% | -6.5% | -3.6% |
| 3M | -7.5% | -7.3% | -0.2% | -6.3% |
| 6M | -9.9% | +21.8% | -31.7% | -14.0% |
| YTD | -6.4% | +42.8% | -49.2% | -14.5% |
| 1Y | -9.4% | +46.5% | -55.9% | -17.8% |
| 3Y | +64.9% | +158.3% | -93.4% | +20.0% |
| 5Y | +57.0% | +122.6% | -65.7% | +18.2% |
| All | +62.5% | +636.8% | -574.3% | -11.0% |
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 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