+13,057.5%
EME vs GRMN
+6,622.3%
+6,435.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | -5.4% | -11.3% | +6.0% | -1.4% |
| 3M | -6.1% | +17.7% | -23.8% | -12.1% |
| 6M | +9.7% | +14.2% | -4.5% | +3.6% |
| YTD | +26.6% | +37.0% | -10.4% | +11.7% |
| 1Y | +24.6% | +17.0% | +7.6% | +15.8% |
| 3Y | +249.6% | +183.2% | +66.4% | +132.8% |
| 5Y | +556.6% | +77.3% | +479.3% | +408.0% |
| 10Y | +1,286.6% | +630.9% | +655.7% | +577.3% |
| All | +13,057.5% | +6,622.3% | +6,435.2% | +3,650.7% |
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