+338.3%
ELF vs GRMN
+657.2%
-318.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.9% |
| 7D | +4.0% | +4.7% | -0.7% | +1.7% |
| 30D | +10.6% | +3.4% | +7.2% | +8.4% |
| 3M | +25.8% | -5.0% | +30.8% | +28.3% |
| 6M | +89.1% | +18.6% | +70.5% | +70.0% |
| YTD | +52.7% | +42.5% | +10.2% | +24.8% |
| 1Y | +51.7% | +42.3% | +9.4% | +24.1% |
| 3Y | +14.2% | +158.5% | -144.2% | -32.7% |
| 5Y | +270.7% | +123.6% | +147.1% | +131.2% |
| 10Y | +341.9% | +682.5% | -340.6% | +86.9% |
| All | +338.3% | +657.2% | -318.9% | +83.7% |
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 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