-35.9%
EFX vs GRMN
+73.8%
-109.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -11.1% | -1.8% | -9.3% | -10.4% |
| 30D | -7.4% | -12.1% | +4.7% | -2.1% |
| 3M | +1.5% | +18.0% | -16.5% | -6.7% |
| 6M | -13.7% | +13.7% | -27.4% | -19.6% |
| YTD | -21.9% | +35.3% | -57.2% | -33.2% |
| 1Y | -30.8% | +17.2% | -48.0% | -37.0% |
| 3Y | -12.4% | +179.6% | -192.0% | -55.0% |
| 5Y | -35.9% | +75.6% | -111.5% | -61.3% |
| All | -35.9% | +73.8% | -109.8% | -61.3% |
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