+1,009.5%
EWT vs GRMN
+6,622.3%
-5,612.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +1.6% | +0.2% | +1.5% | +1.6% |
| 30D | +8.2% | -11.3% | +19.5% | +11.6% |
| 3M | +11.1% | +17.7% | -6.7% | +5.5% |
| 6M | +60.4% | +14.2% | +46.3% | +53.7% |
| YTD | +75.6% | +37.0% | +38.5% | +59.9% |
| 1Y | +91.3% | +17.0% | +74.3% | +81.1% |
| 3Y | +200.3% | +183.2% | +17.1% | +119.7% |
| 5Y | +156.4% | +77.3% | +79.1% | +109.6% |
| 10Y | +495.8% | +630.9% | -135.1% | +235.7% |
| All | +1,009.5% | +6,622.3% | -5,612.8% | +245.7% |
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