-27.4%
U vs GRMN
+238.6%
-266.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.7% |
| 7D | +16.9% | +1.7% | +15.3% | +15.4% |
| 30D | +6.4% | +10.2% | -3.8% | -1.6% |
| 3M | +13.2% | -4.7% | +17.9% | +16.2% |
| 6M | +84.8% | +22.3% | +62.5% | +53.6% |
| YTD | +12.4% | +46.7% | -34.3% | -21.2% |
| 1Y | +19.8% | +49.6% | -29.9% | -17.6% |
| 3Y | +83.8% | +165.3% | -81.5% | -44.0% |
| 5Y | -72.7% | +130.3% | -203.1% | -91.2% |
| All | -27.4% | +238.6% | -266.0% | -82.0% |
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