+39.7%
EFX vs GRMN
+674.8%
-635.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.3% | -1.2% |
| 7D | -4.5% | +2.0% | -6.6% | -5.4% |
| 30D | -6.1% | -8.8% | +2.7% | -2.2% |
| 3M | +6.2% | +19.0% | -12.8% | -2.8% |
| 6M | -11.2% | +20.7% | -31.9% | -19.7% |
| YTD | -21.4% | +40.5% | -61.9% | -34.0% |
| 1Y | -34.3% | +19.1% | -53.4% | -40.8% |
| 3Y | -12.5% | +182.7% | -195.2% | -51.7% |
| 5Y | -35.6% | +82.3% | -117.9% | -56.9% |
| All | +39.7% | +674.8% | -635.1% | -45.1% |
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