+131.2%
TLT vs GRMN
+5,551.7%
-5,420.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -0.4% | -2.9% | +2.4% | -0.6% |
| 30D | -0.6% | -8.4% | +7.9% | -1.1% |
| 3M | -2.7% | +15.0% | -17.7% | -1.8% |
| 6M | -5.6% | +11.2% | -16.8% | -4.9% |
| YTD | -2.8% | +37.7% | -40.5% | -0.6% |
| 1Y | -1.4% | +18.5% | -19.9% | -0.1% |
| 3Y | -1.6% | +175.8% | -177.4% | +6.4% |
| 5Y | -33.8% | +75.1% | -108.9% | -30.7% |
| 10Y | -21.1% | +637.0% | -658.2% | -6.6% |
| All | +131.2% | +5,551.7% | -5,420.5% | +231.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling