+57.6%
ECL vs GRMN
+182.7%
-125.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.8% | +0.2% | -0.9% | -0.8% |
| 30D | -2.5% | -11.3% | +8.8% | -0.6% |
| 3M | +8.3% | +17.7% | -9.4% | +5.0% |
| 6M | -1.1% | +14.2% | -15.2% | -3.8% |
| YTD | +6.5% | +37.0% | -30.5% | +0.7% |
| 1Y | +2.1% | +17.0% | -14.9% | -1.3% |
| 3Y | +57.6% | +183.2% | -125.6% | +32.5% |
| All | +57.6% | +182.7% | -125.1% | +32.5% |
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 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