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  • EWY vs GRMN✓SelectedUSD · GRMNEWY vs GRMN performance historyLatest closeAs of+0.55%09/08
Stock and ETF performance explorer

EWY vs GRMN

vs
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Portfolio return
+1,824.6%
GRMN return
+6,622.3%
Excess return
-4,797.7%
Maximum drawdown
-74.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioGRMNExcessAlpha
1D+0.6%-0.5%+1.0%+0.7%
7D+8.0%+0.2%+7.8%+8.0%
30D+14.3%-11.3%+25.7%+18.7%
3M+2.3%+17.7%-15.4%-3.8%
6M+49.9%+14.2%+35.7%+42.7%
YTD+95.3%+37.0%+58.3%+75.4%
1Y+161.7%+17.0%+144.7%+145.8%
3Y+230.2%+183.2%+47.0%+126.9%
5Y+148.1%+77.3%+70.9%+95.4%
10Y+293.2%+630.9%-337.7%+99.0%
All+1,824.6%+6,622.3%-4,797.7%+451.8%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling