+210.1%
W vs GRMN
+628.7%
-418.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.4% |
| 7D | +0.2% | -0.9% | +1.1% | +1.1% |
| 30D | +6.8% | +1.2% | +5.6% | +5.8% |
| 3M | +10.7% | -8.9% | +19.6% | +20.3% |
| 6M | +86.3% | +23.0% | +63.3% | +47.3% |
| YTD | +11.5% | +41.2% | -29.8% | -23.9% |
| 1Y | +5.1% | +47.5% | -42.4% | -31.5% |
| 3Y | +171.0% | +155.8% | +15.2% | -11.0% |
| 5Y | -56.6% | +120.2% | -176.8% | -82.9% |
| All | +210.1% | +628.7% | -418.6% | -53.5% |
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