+377.9%
TPR vs GRMN
+676.1%
-298.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | +14.2% | +4.7% | +9.5% | +10.9% |
| 30D | +17.1% | +3.4% | +13.7% | +14.2% |
| 3M | -17.7% | -5.0% | -12.7% | -15.8% |
| 6M | -10.2% | +18.6% | -28.8% | -21.3% |
| YTD | +4.9% | +42.5% | -37.6% | -19.1% |
| 1Y | +36.1% | +42.3% | -6.2% | +5.0% |
| 3Y | +416.5% | +158.5% | +258.0% | +136.0% |
| 5Y | +254.8% | +123.6% | +131.2% | +78.6% |
| All | +377.9% | +676.1% | -298.1% | +23.5% |
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