+7,163.3%
EW vs GRMN
+6,890.4%
+272.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +11.0% | +4.7% | +6.3% | +10.1% |
| 30D | +19.1% | +3.4% | +15.7% | +18.3% |
| 3M | +14.4% | -5.0% | +19.4% | +15.2% |
| 6M | +22.8% | +18.6% | +4.2% | +18.5% |
| YTD | +19.8% | +42.5% | -22.7% | +11.5% |
| 1Y | +23.9% | +42.3% | -18.4% | +15.3% |
| 3Y | +52.2% | +158.5% | -106.2% | +24.1% |
| 5Y | -13.9% | +123.6% | -137.5% | -28.4% |
| 10Y | +241.9% | +682.5% | -440.6% | +134.8% |
| All | +7,163.3% | +6,890.4% | +272.9% | +3,567.4% |
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