+47.6%
EWJ vs GRMN
+119.5%
-71.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +4.0% | -0.9% | +4.9% | +4.2% |
| 30D | -4.3% | +1.2% | -5.4% | -4.6% |
| 3M | -6.8% | -8.9% | +2.1% | -4.9% |
| 6M | -0.9% | +23.0% | -23.9% | -6.5% |
| YTD | +14.3% | +41.2% | -27.0% | +3.9% |
| 1Y | +15.3% | +47.5% | -32.2% | +3.6% |
| 3Y | +65.6% | +155.8% | -90.1% | +22.0% |
| All | +47.6% | +119.5% | -71.9% | +14.5% |
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