+379.8%
TPR vs GRMN
+651.6%
-271.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | +0.3% |
| 7D | +12.1% | +6.3% | +5.7% | +7.9% |
| 30D | +16.7% | +7.6% | +9.1% | +11.2% |
| 3M | -17.4% | -7.5% | -9.9% | -14.1% |
| 6M | +2.3% | +21.2% | -19.0% | -11.7% |
| YTD | +7.1% | +44.0% | -36.9% | -17.9% |
| 1Y | +29.5% | +44.7% | -15.2% | -1.1% |
| 3Y | +415.0% | +160.5% | +254.5% | +134.5% |
| 5Y | +261.5% | +124.6% | +136.8% | +81.9% |
| All | +379.8% | +651.6% | -271.8% | +24.8% |
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