-22.7%
U vs GRMN
+226.1%
-248.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.3% | +6.0% |
| 7D | +2.6% | -0.9% | +3.5% | +3.0% |
| 30D | +27.6% | +1.2% | +26.4% | +25.8% |
| 3M | +15.3% | -8.9% | +24.2% | +22.2% |
| 6M | +96.4% | +23.0% | +73.4% | +61.9% |
| YTD | +19.6% | +41.2% | -21.7% | -14.0% |
| 1Y | +42.1% | +47.5% | -5.4% | -1.6% |
| 3Y | +87.5% | +155.8% | -68.2% | -41.4% |
| 5Y | -73.1% | +120.2% | -193.3% | -91.0% |
| All | -22.7% | +226.1% | -248.8% | -80.3% |
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