+67.3%
ED vs GRMN
+75.7%
-8.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.6% |
| 7D | -0.2% | -1.4% | +1.2% | -0.1% |
| 30D | +1.9% | -13.1% | +15.0% | +2.7% |
| 3M | +1.9% | +14.9% | -13.1% | +0.9% |
| 6M | -2.3% | +13.1% | -15.4% | -3.2% |
| YTD | +10.9% | +35.3% | -24.4% | +8.3% |
| 1Y | +14.5% | +16.0% | -1.5% | +13.1% |
| 3Y | +33.4% | +179.6% | -146.2% | +11.3% |
| 5Y | +67.3% | +75.0% | -7.7% | +42.2% |
| All | +67.3% | +75.7% | -8.4% | +42.2% |
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