+65.8%
EMR vs GRMN
+75.7%
-9.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | +0.9% | -1.4% | +2.3% | +1.4% |
| 30D | -5.0% | -13.1% | +8.1% | +0.1% |
| 3M | +5.9% | +14.9% | -9.0% | -0.7% |
| 6M | +7.3% | +13.1% | -5.8% | +1.3% |
| YTD | +14.6% | +35.3% | -20.7% | +0.5% |
| 1Y | +15.6% | +16.0% | -0.4% | +7.0% |
| 3Y | +60.2% | +179.6% | -119.4% | -2.0% |
| 5Y | +65.8% | +75.0% | -9.2% | +13.5% |
| All | +65.8% | +75.7% | -9.8% | +13.5% |
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