+1,048.5%
EFX vs GRMN
+6,655.2%
-5,606.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.4% |
| 7D | -8.6% | -2.9% | -5.8% | -7.9% |
| 30D | +0.1% | -8.4% | +8.5% | +2.4% |
| 3M | +3.8% | +15.0% | -11.2% | -0.4% |
| 6M | -13.5% | +11.2% | -24.7% | -16.5% |
| YTD | -17.7% | +37.7% | -55.4% | -25.0% |
| 1Y | -25.6% | +18.5% | -44.0% | -29.6% |
| 3Y | -12.1% | +175.8% | -187.9% | -34.5% |
| 5Y | -33.8% | +75.1% | -108.9% | -44.9% |
| 10Y | +45.1% | +637.0% | -591.9% | -13.5% |
| All | +1,048.5% | +6,655.2% | -5,606.7% | +336.6% |
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