+1,415.2%
ETR vs GRMN
+6,828.2%
-5,413.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +1.2% | -0.9% | +2.0% | +1.3% |
| 30D | +7.0% | +1.2% | +5.8% | +6.8% |
| 3M | +4.6% | -8.9% | +13.5% | +5.8% |
| 6M | +0.1% | +23.0% | -22.9% | -3.1% |
| YTD | +23.2% | +41.2% | -18.0% | +16.5% |
| 1Y | +20.6% | +47.5% | -26.9% | +13.3% |
| 3Y | +156.3% | +155.8% | +0.5% | +119.5% |
| 5Y | +159.6% | +120.2% | +39.5% | +125.2% |
| 10Y | +377.1% | +629.9% | -252.8% | +258.1% |
| All | +1,415.2% | +6,828.2% | -5,413.1% | +880.9% |
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