+293.6%
ELF vs GRMN
+628.2%
-334.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.7% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | +5.9% | -11.3% | +17.2% | +12.0% |
| 3M | +99.5% | +17.7% | +81.8% | +81.4% |
| 6M | +26.5% | +14.2% | +12.4% | +16.4% |
| YTD | +37.2% | +37.0% | +0.1% | +14.7% |
| 1Y | -24.4% | +17.0% | -41.4% | -31.6% |
| 3Y | -23.3% | +183.2% | -206.5% | -57.1% |
| 5Y | +245.2% | +77.3% | +167.9% | +141.4% |
| All | +293.6% | +628.2% | -334.5% | +68.9% |
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