+190.6%
EWJ vs GRMN
+6,828.2%
-6,637.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.1% |
| 6M | -0.9% | +23.0% | -23.9% | -5.9% |
| YTD | +14.3% | +41.2% | -27.0% | +5.1% |
| 1Y | +15.3% | +47.5% | -32.2% | +5.0% |
| 3Y | +65.6% | +155.8% | -90.1% | +31.1% |
| 5Y | +47.5% | +120.2% | -72.7% | +19.4% |
| 10Y | +126.2% | +629.9% | -503.7% | +41.4% |
| All | +190.6% | +6,828.2% | -6,637.7% | +15.4% |
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