+26.5%
ECL vs GRMN
+75.7%
-49.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -1.7% |
| 7D | -2.7% | -1.4% | -1.3% | -2.3% |
| 30D | -4.3% | -13.1% | +8.8% | -0.2% |
| 3M | +3.2% | +14.9% | -11.7% | -1.8% |
| 6M | -2.9% | +13.1% | -16.0% | -7.4% |
| YTD | +4.3% | +35.3% | -31.0% | -6.4% |
| 1Y | +1.6% | +16.0% | -14.3% | -4.4% |
| 3Y | +54.3% | +179.6% | -125.3% | -9.3% |
| 5Y | +26.5% | +75.0% | -48.5% | -12.1% |
| All | +26.5% | +75.7% | -49.2% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling