+252.7%
ELV vs GRMN
+646.0%
-393.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.9% |
| 7D | -2.2% | -1.4% | -0.8% | -1.8% |
| 30D | -0.2% | -13.1% | +12.9% | +3.5% |
| 3M | -6.1% | +14.9% | -21.0% | -10.5% |
| 6M | +42.8% | +13.1% | +29.7% | +36.3% |
| YTD | +14.4% | +35.3% | -20.9% | +3.2% |
| 1Y | +28.6% | +16.0% | +12.6% | +21.1% |
| 3Y | -7.4% | +179.6% | -187.0% | -41.0% |
| 5Y | +14.5% | +75.0% | -60.5% | -10.4% |
| All | +252.7% | +646.0% | -393.3% | +40.9% |
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