-37.8%
U vs GRMN
+212.3%
-250.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.5% |
| 7D | +4.4% | -1.4% | +5.8% | +5.5% |
| 30D | -1.3% | -13.1% | +11.8% | +9.4% |
| 3M | +49.6% | +14.9% | +34.6% | +31.7% |
| 6M | +100.2% | +13.1% | +87.1% | +75.9% |
| YTD | -3.7% | +35.3% | -39.0% | -27.7% |
| 1Y | -6.5% | +16.0% | -22.5% | -21.1% |
| 3Y | +12.9% | +179.6% | -166.7% | -69.8% |
| 5Y | -68.3% | +75.0% | -143.3% | -87.6% |
| All | -37.8% | +212.3% | -250.1% | -83.5% |
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