-19.8%
TLT vs GRMN
+628.0%
-647.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.6% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | 0.0% | -13.1% | +13.1% | -0.5% |
| 3M | -2.9% | +14.9% | -17.8% | -2.3% |
| 6M | -6.3% | +13.1% | -19.4% | -5.8% |
| YTD | -3.3% | +35.3% | -38.6% | -2.1% |
| 1Y | -4.2% | +16.0% | -20.2% | -3.6% |
| 3Y | -1.7% | +179.6% | -181.3% | +5.6% |
| 5Y | -34.9% | +75.0% | -109.9% | -34.6% |
| 10Y | -19.8% | +644.1% | -663.9% | -1.7% |
| All | -19.8% | +628.0% | -647.8% | -1.7% |
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