+217.0%
W vs GRMN
+655.8%
-438.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -2.7% |
| 7D | +1.1% | +6.3% | -5.3% | -4.2% |
| 30D | +6.4% | +7.6% | -1.2% | -0.6% |
| 3M | +9.0% | -7.5% | +16.4% | +16.7% |
| 6M | +69.8% | +21.2% | +48.6% | +36.2% |
| YTD | +12.1% | +44.0% | -32.0% | -24.8% |
| 1Y | 0.0% | +44.7% | -44.7% | -33.4% |
| 3Y | +160.3% | +160.5% | -0.2% | -15.6% |
| 5Y | -53.3% | +124.6% | -177.9% | -81.9% |
| 10Y | +217.0% | +651.6% | -434.7% | -54.4% |
| All | +217.0% | +655.8% | -438.8% | -54.4% |
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