+146.1%
EWT vs GRMN
+73.8%
+72.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -1.1% | -1.8% | +0.7% | -0.6% |
| 30D | +4.8% | -12.1% | +16.9% | +8.2% |
| 3M | +11.1% | +18.0% | -6.8% | +5.3% |
| 6M | +54.6% | +13.7% | +40.9% | +48.1% |
| YTD | +71.4% | +35.3% | +36.1% | +56.1% |
| 1Y | +82.1% | +17.2% | +64.9% | +72.0% |
| 3Y | +193.2% | +179.6% | +13.6% | +103.4% |
| 5Y | +146.1% | +75.6% | +70.5% | +78.4% |
| All | +146.1% | +73.8% | +72.3% | +78.4% |
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 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