+46.7%
EEM vs GRMN
+73.8%
-27.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +2.0% | -1.4% | +3.4% | +2.3% |
| 30D | +5.1% | -13.1% | +18.2% | +8.3% |
| 3M | +4.6% | +14.9% | -10.4% | +0.7% |
| 6M | +17.8% | +13.1% | +4.7% | +13.8% |
| YTD | +25.8% | +35.3% | -9.5% | +16.6% |
| 1Y | +36.4% | +16.0% | +20.4% | +30.5% |
| 3Y | +90.0% | +179.6% | -89.6% | +36.4% |
| All | +46.7% | +73.8% | -27.1% | +8.9% |
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