+128.5%
EEM vs GRMN
+674.8%
-546.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.6% | 0.0% |
| 7D | -1.3% | +2.0% | -3.3% | -1.9% |
| 30D | +2.1% | -8.8% | +10.9% | +5.1% |
| 3M | +1.0% | +19.0% | -18.0% | -5.4% |
| 6M | +15.9% | +20.7% | -4.8% | +8.0% |
| YTD | +24.6% | +40.5% | -15.9% | +10.0% |
| 1Y | +32.3% | +19.1% | +13.2% | +22.8% |
| 3Y | +85.9% | +182.7% | -96.8% | +17.3% |
| 5Y | +45.4% | +82.3% | -36.9% | +9.0% |
| All | +128.5% | +674.8% | -546.2% | -9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling