+424.6%
ETSY vs GRMN
+677.8%
-253.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | -0.9% |
| 7D | -4.9% | +2.4% | -7.3% | -6.3% |
| 30D | -8.6% | -8.5% | -0.2% | -3.8% |
| 3M | +4.8% | +19.5% | -14.7% | -8.0% |
| 6M | +38.1% | +21.2% | +16.9% | +19.7% |
| YTD | +31.2% | +41.0% | -9.8% | +2.5% |
| 1Y | +22.1% | +19.6% | +2.5% | +6.6% |
| 3Y | +12.2% | +183.8% | -171.5% | -53.6% |
| 5Y | -66.5% | +83.0% | -149.5% | -81.1% |
| All | +424.6% | +677.8% | -253.2% | +22.2% |
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 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