+823.1%
ED vs GRMN
+6,655.2%
-5,832.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -0.2% | -2.9% | +2.7% | +0.1% |
| 30D | -0.1% | -8.4% | +8.3% | +0.6% |
| 3M | +3.9% | +15.0% | -11.1% | +2.4% |
| 6M | -3.0% | +11.2% | -14.2% | -4.3% |
| YTD | +10.7% | +37.7% | -27.0% | +7.0% |
| 1Y | +13.3% | +18.5% | -5.1% | +11.0% |
| 3Y | +34.5% | +175.8% | -141.3% | +19.7% |
| 5Y | +67.1% | +75.1% | -8.0% | +54.3% |
| 10Y | +103.0% | +637.0% | -534.0% | +64.8% |
| All | +823.1% | +6,655.2% | -5,832.1% | +592.8% |
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