+286.6%
ELF vs GRMN
+636.8%
-350.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.5% | -2.9% |
| 7D | +3.4% | -0.1% | +3.4% | +3.4% |
| 30D | +5.0% | +3.5% | +1.4% | +3.0% |
| 3M | +22.6% | -7.3% | +29.9% | +26.4% |
| 6M | +104.0% | +21.8% | +82.2% | +81.1% |
| YTD | +49.3% | +42.8% | +6.5% | +21.8% |
| 1Y | +46.0% | +46.5% | -0.4% | +17.7% |
| 3Y | +19.4% | +158.3% | -138.9% | -29.7% |
| 5Y | +262.0% | +122.6% | +139.4% | +126.1% |
| All | +286.6% | +636.8% | -350.3% | +64.4% |
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