+7.3%
EMB vs GRMN
+76.7%
-69.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | -0.5% | -11.3% | +10.8% | +0.8% |
| 3M | +0.3% | +17.7% | -17.4% | -1.8% |
| 6M | +1.2% | +14.2% | -13.0% | -0.7% |
| YTD | +1.5% | +37.0% | -35.6% | -2.8% |
| 1Y | +4.8% | +17.0% | -12.2% | +2.2% |
| 3Y | +30.4% | +183.2% | -152.8% | +7.2% |
| 5Y | +7.3% | +77.3% | -70.0% | -13.0% |
| All | +7.3% | +76.7% | -69.4% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling