+537.0%
TDG vs GRMN
+677.8%
-140.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.1% | -0.7% |
| 7D | -1.9% | +2.4% | -4.3% | -2.9% |
| 30D | -7.7% | -8.5% | +0.8% | -4.1% |
| 3M | -9.3% | +19.5% | -28.8% | -17.5% |
| 6M | -9.4% | +21.2% | -30.6% | -18.2% |
| YTD | -14.3% | +41.0% | -55.3% | -28.4% |
| 1Y | -11.8% | +19.6% | -31.4% | -21.0% |
| 3Y | +52.0% | +183.8% | -131.8% | -21.8% |
| 5Y | +128.8% | +83.0% | +45.8% | +51.5% |
| All | +537.0% | +677.8% | -140.8% | +116.2% |
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 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