+1,458.7%
ET vs GRMN
+1,521.6%
-62.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +0.9% | -2.9% | +3.8% | +1.6% |
| 30D | +7.5% | -8.4% | +15.9% | +9.8% |
| 3M | +11.4% | +15.0% | -3.6% | +6.8% |
| 6M | +18.5% | +11.2% | +7.3% | +14.2% |
| YTD | +37.4% | +37.7% | -0.3% | +24.8% |
| 1Y | +30.9% | +18.5% | +12.5% | +23.2% |
| 3Y | +98.7% | +175.8% | -77.1% | +45.9% |
| 5Y | +230.7% | +75.1% | +155.6% | +170.1% |
| 10Y | +175.6% | +637.0% | -461.4% | +58.0% |
| All | +1,458.7% | +1,521.6% | -62.9% | +586.2% |
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