+210.2%
EWJ vs GRMN
+6,622.3%
-6,412.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | +1.1% | -11.3% | +12.4% | +3.7% |
| 3M | +7.1% | +17.7% | -10.6% | +2.9% |
| 6M | +16.2% | +14.2% | +2.0% | +12.3% |
| YTD | +22.0% | +37.0% | -15.0% | +13.1% |
| 1Y | +26.2% | +17.0% | +9.2% | +20.7% |
| 3Y | +73.5% | +183.2% | -109.7% | +34.3% |
| 5Y | +52.7% | +77.3% | -24.6% | +29.4% |
| 10Y | +138.5% | +630.9% | -492.4% | +49.3% |
| All | +210.2% | +6,622.3% | -6,412.1% | +24.2% |
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