+126.7%
EMB vs GRMN
+462.6%
-335.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +0.5% | +6.3% | -5.8% | 0.0% |
| 30D | +0.9% | +7.6% | -6.7% | +0.3% |
| 3M | -2.1% | -7.5% | +5.4% | -1.6% |
| 6M | -2.2% | +21.2% | -23.4% | -3.9% |
| YTD | -0.6% | +44.0% | -44.6% | -3.7% |
| 1Y | +0.2% | +44.7% | -44.5% | -3.0% |
| 3Y | +29.5% | +160.5% | -131.0% | +18.8% |
| 5Y | +8.0% | +124.6% | -116.6% | -0.6% |
| 10Y | +35.3% | +651.6% | -616.3% | +15.7% |
| All | +126.7% | +462.6% | -335.9% | +78.8% |
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