+176.1%
ET vs GRMN
+646.1%
-470.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.4% | -1.8% | +3.1% | +1.9% |
| 30D | +4.6% | -12.1% | +16.7% | +9.0% |
| 3M | +16.0% | +18.0% | -2.0% | +8.7% |
| 6M | +22.8% | +13.7% | +9.1% | +15.8% |
| YTD | +38.9% | +35.3% | +3.6% | +22.4% |
| 1Y | +34.1% | +17.2% | +16.8% | +23.7% |
| 3Y | +98.8% | +179.6% | -80.8% | +21.9% |
| 5Y | +246.8% | +75.6% | +171.3% | +160.5% |
| All | +176.1% | +646.1% | -470.0% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling