+393.0%
EFA vs GRMN
+5,151.8%
-4,758.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | -0.7% | -11.3% | +10.6% | +2.4% |
| 3M | +6.4% | +17.7% | -11.3% | +1.3% |
| 6M | +11.4% | +14.2% | -2.8% | +6.8% |
| YTD | +14.0% | +37.0% | -23.0% | +3.8% |
| 1Y | +20.2% | +17.0% | +3.2% | +13.8% |
| 3Y | +68.2% | +183.2% | -115.0% | +21.8% |
| 5Y | +54.8% | +77.3% | -22.5% | +25.7% |
| 10Y | +142.4% | +630.9% | -488.5% | +34.8% |
| All | +393.0% | +5,151.8% | -4,758.7% | +39.7% |
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