-11.8%
TLT vs GRMN
+665.4%
-677.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | +0.1% |
| 7D | -1.0% | +1.7% | -2.7% | -1.0% |
| 30D | +3.7% | +10.2% | -6.5% | +4.0% |
| 3M | -0.8% | -4.7% | +3.9% | -0.9% |
| 6M | -3.6% | +22.3% | -25.8% | -2.8% |
| YTD | -3.9% | +46.7% | -50.6% | -2.4% |
| 1Y | -6.2% | +49.6% | -55.9% | -4.7% |
| 3Y | +4.2% | +165.3% | -161.1% | +10.9% |
| 5Y | -34.7% | +130.3% | -165.0% | -32.4% |
| 10Y | -11.8% | +658.0% | -669.8% | +7.6% |
| All | -11.8% | +665.4% | -677.2% | +7.6% |
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