-29.4%
EW vs GRMN
+76.7%
-106.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | -3.3% | -11.3% | +8.0% | -0.4% |
| 3M | +1.0% | +17.7% | -16.7% | -3.5% |
| 6M | +6.2% | +14.2% | -7.9% | +2.0% |
| YTD | +1.7% | +37.0% | -35.3% | -7.2% |
| 1Y | +8.1% | +17.0% | -8.9% | +2.4% |
| 3Y | +17.1% | +183.2% | -166.1% | -26.5% |
| 5Y | -29.4% | +77.3% | -106.6% | -46.9% |
| All | -29.4% | +76.7% | -106.0% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling