+1,814.1%
EWY vs GRMN
+6,655.2%
-4,841.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +4.8% | -2.9% | +7.7% | +5.8% |
| 30D | +11.7% | -8.4% | +20.1% | +14.8% |
| 3M | -7.4% | +15.0% | -22.4% | -12.1% |
| 6M | +40.6% | +11.2% | +29.4% | +35.0% |
| YTD | +94.3% | +37.7% | +56.6% | +74.2% |
| 1Y | +164.3% | +18.5% | +145.8% | +147.3% |
| 3Y | +221.0% | +175.8% | +45.2% | +122.5% |
| 5Y | +139.1% | +75.1% | +64.0% | +89.1% |
| 10Y | +298.8% | +637.0% | -338.2% | +101.4% |
| All | +1,814.1% | +6,655.2% | -4,841.1% | +447.9% |
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