+50.4%
EWJ vs GRMN
+81.6%
-31.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.1% | +1.2% |
| 7D | +0.3% | +2.4% | -2.1% | -0.3% |
| 30D | +0.8% | -8.5% | +9.2% | +2.8% |
| 3M | +7.5% | +19.5% | -12.0% | +2.6% |
| 6M | +15.6% | +21.2% | -5.6% | +9.8% |
| YTD | +22.7% | +41.0% | -18.3% | +12.1% |
| 1Y | +26.4% | +19.6% | +6.8% | +19.8% |
| 3Y | +72.5% | +183.8% | -111.3% | +24.9% |
| All | +50.4% | +81.6% | -31.3% | +12.8% |
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