-33.7%
TLT vs GRMN
+76.7%
-110.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | -0.3% | -11.3% | +11.0% | +0.2% |
| 3M | -1.7% | +17.7% | -19.4% | -2.6% |
| 6M | -4.9% | +14.2% | -19.1% | -5.6% |
| YTD | -2.8% | +37.0% | -39.8% | -4.4% |
| 1Y | -4.2% | +17.0% | -21.2% | -5.1% |
| 3Y | -1.1% | +183.2% | -184.3% | -7.1% |
| 5Y | -33.7% | +77.3% | -111.0% | -40.9% |
| All | -33.7% | +76.7% | -110.4% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling