+290.8%
EWY vs GRMN
+646.1%
-355.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +1.2% | -1.8% | +3.0% | +1.9% |
| 30D | +9.3% | -12.1% | +21.4% | +14.9% |
| 3M | +2.4% | +18.0% | -15.6% | -5.3% |
| 6M | +40.3% | +13.7% | +26.6% | +32.0% |
| YTD | +88.0% | +35.3% | +52.7% | +65.0% |
| 1Y | +143.8% | +17.2% | +126.6% | +125.0% |
| 3Y | +217.8% | +179.6% | +38.1% | +87.8% |
| 5Y | +142.7% | +75.6% | +67.2% | +76.6% |
| All | +290.8% | +646.1% | -355.3% | +45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling