+1,640.1%
ECL vs GRMN
+6,655.2%
-5,015.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.6% | -2.9% | +0.3% | -1.9% |
| 30D | -2.2% | -8.4% | +6.3% | -0.1% |
| 3M | +10.1% | +15.0% | -4.9% | +5.9% |
| 6M | -5.7% | +11.2% | -16.9% | -8.7% |
| YTD | +7.0% | +37.7% | -30.7% | -1.9% |
| 1Y | +2.7% | +18.5% | -15.8% | -2.5% |
| 3Y | +57.7% | +175.8% | -118.1% | +18.3% |
| 5Y | +31.1% | +75.1% | -44.0% | +9.1% |
| 10Y | +150.9% | +637.0% | -486.2% | +52.9% |
| All | +1,640.1% | +6,655.2% | -5,015.1% | +543.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling