+32.2%
EEM vs GRMN
+119.5%
-87.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +2.7% | -0.9% | +3.6% | +2.9% |
| 30D | -5.4% | +1.2% | -6.6% | -5.8% |
| 3M | -8.6% | -8.9% | +0.3% | -6.9% |
| 6M | -8.9% | +23.0% | -31.9% | -13.9% |
| YTD | +11.9% | +41.2% | -29.3% | +2.3% |
| 1Y | +13.1% | +47.5% | -34.4% | +2.3% |
| 3Y | +70.7% | +155.8% | -85.1% | +24.8% |
| All | +32.2% | +119.5% | -87.3% | -2.2% |
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