+125.6%
EW vs GRMN
+628.0%
-502.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.2% |
| 7D | -5.1% | -1.4% | -3.7% | -4.6% |
| 30D | -6.4% | -13.1% | +6.7% | -1.8% |
| 3M | -1.6% | +14.9% | -16.5% | -6.9% |
| 6M | +2.3% | +13.1% | -10.8% | -3.1% |
| YTD | +1.1% | +35.3% | -34.2% | -10.6% |
| 1Y | +8.0% | +16.0% | -8.0% | +0.3% |
| 3Y | +16.3% | +179.6% | -163.2% | -31.7% |
| 5Y | -29.4% | +75.0% | -104.4% | -48.7% |
| 10Y | +125.6% | +644.1% | -518.5% | -3.3% |
| All | +125.6% | +628.0% | -502.4% | -3.3% |
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