+750.7%
EMR vs GRMN
+6,966.1%
-6,215.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | +0.7% | +6.3% | -5.7% | -1.2% |
| 30D | +3.5% | +7.6% | -4.0% | +1.1% |
| 3M | +5.9% | -7.5% | +13.4% | +8.2% |
| 6M | +19.4% | +21.2% | -1.8% | +11.6% |
| YTD | +27.7% | +44.0% | -16.4% | +13.1% |
| 1Y | +30.9% | +44.7% | -13.8% | +15.8% |
| 3Y | +104.2% | +160.5% | -56.3% | +48.1% |
| 5Y | +89.6% | +124.6% | -35.0% | +42.5% |
| 10Y | +280.0% | +651.6% | -371.6% | +106.7% |
| All | +750.7% | +6,966.1% | -6,215.4% | +163.7% |
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