+856.1%
EEM vs GRMN
+2,865.9%
-2,009.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +3.1% | +0.2% | +2.9% | +3.0% |
| 30D | +4.9% | -11.3% | +16.2% | +9.1% |
| 3M | +5.2% | +17.7% | -12.5% | -1.4% |
| 6M | +20.7% | +14.2% | +6.5% | +14.3% |
| YTD | +26.5% | +37.0% | -10.6% | +12.1% |
| 1Y | +37.8% | +17.0% | +20.9% | +28.3% |
| 3Y | +91.0% | +183.2% | -92.2% | +25.2% |
| 5Y | +47.0% | +77.3% | -30.2% | +11.9% |
| 10Y | +125.6% | +630.9% | -505.3% | +2.6% |
| All | +856.1% | +2,865.9% | -2,009.8% | +150.0% |
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