-46.7%
TOST vs GRMN
+82.5%
-129.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.6% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -3.5% | -11.3% | +7.9% | +3.9% |
| 3M | +38.1% | +17.7% | +20.4% | +22.4% |
| 6M | +9.9% | +14.2% | -4.3% | -1.2% |
| YTD | -6.3% | +37.0% | -43.3% | -26.3% |
| 1Y | -18.3% | +17.0% | -35.3% | -28.8% |
| 3Y | +59.7% | +183.2% | -123.5% | -45.8% |
| All | -46.7% | +82.5% | -129.2% | -77.7% |
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