+6,292.9%
EW vs GRMN
+6,655.2%
-362.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | -2.9% | +2.5% | +0.2% |
| 30D | +1.0% | -8.4% | +9.5% | +2.6% |
| 3M | +2.8% | +15.0% | -12.2% | -0.1% |
| 6M | +5.5% | +11.2% | -5.7% | +3.0% |
| YTD | +5.5% | +37.7% | -32.2% | -1.1% |
| 1Y | +11.0% | +18.5% | -7.4% | +6.7% |
| 3Y | +17.7% | +175.8% | -158.1% | -5.2% |
| 5Y | -25.7% | +75.1% | -100.8% | -35.5% |
| 10Y | +132.8% | +637.0% | -504.2% | +61.6% |
| All | +6,292.9% | +6,655.2% | -362.3% | +3,152.2% |
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 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