+2,568.1%
ELV vs GRMN
+6,329.2%
-3,761.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +1.0% | -0.9% | +1.8% | +1.1% |
| 30D | +0.4% | +1.2% | -0.8% | +0.1% |
| 3M | +8.4% | -8.9% | +17.3% | +10.0% |
| 6M | +8.4% | +23.0% | -14.6% | +3.8% |
| YTD | +24.4% | +41.2% | -16.9% | +15.8% |
| 1Y | +33.5% | +47.5% | -14.0% | +23.3% |
| 3Y | -2.1% | +155.8% | -157.8% | -20.4% |
| 5Y | +5.8% | +120.2% | -114.4% | -12.5% |
| 10Y | +268.9% | +629.9% | -361.0% | +148.2% |
| All | +2,568.1% | +6,329.2% | -3,761.0% | +1,412.0% |
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