+301.7%
ELF vs GRMN
+628.7%
-327.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.4% |
| 7D | +1.6% | -0.9% | +2.5% | +2.0% |
| 30D | +9.1% | +1.2% | +7.9% | +8.2% |
| 3M | +28.2% | -8.9% | +37.1% | +33.3% |
| 6M | +119.5% | +23.0% | +96.5% | +93.7% |
| YTD | +55.2% | +41.2% | +13.9% | +27.2% |
| 1Y | +58.6% | +47.5% | +11.1% | +27.2% |
| 3Y | +21.3% | +155.8% | -134.5% | -28.2% |
| 5Y | +276.2% | +120.2% | +156.0% | +136.2% |
| All | +301.7% | +628.7% | -327.0% | +71.7% |
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