+77.4%
ECL vs GRMN
+161.9%
-84.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | -0.1% |
| 7D | +0.4% | +6.3% | -5.9% | -0.6% |
| 30D | +8.6% | +7.6% | +1.0% | +7.2% |
| 3M | +7.9% | -7.5% | +15.4% | +9.1% |
| 6M | +21.0% | +21.2% | -0.2% | +16.6% |
| YTD | +17.5% | +44.0% | -26.5% | +10.3% |
| 1Y | +19.7% | +44.7% | -25.1% | +12.1% |
| 3Y | +77.4% | +160.5% | -83.1% | +54.3% |
| All | +77.4% | +161.9% | -84.5% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling