-80.5%
TE vs GRMN
+235.9%
-316.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.6% |
| 7D | -19.1% | -0.9% | -18.2% | -18.7% |
| 30D | -34.1% | +1.2% | -35.3% | -34.7% |
| 3M | -60.1% | -8.9% | -51.2% | -58.9% |
| 6M | -66.0% | +23.0% | -89.0% | -69.3% |
| YTD | -71.4% | +41.2% | -112.6% | -75.8% |
| 1Y | -45.3% | +47.5% | -92.8% | -54.6% |
| 3Y | +9.1% | +155.8% | -146.6% | -28.4% |
| 5Y | -82.6% | +120.2% | -202.8% | -88.9% |
| All | -80.5% | +235.9% | -316.5% | -87.8% |
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