+8.1%
EWZ vs GRMN
+40.7%
-32.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.5% | -4.9% | +0.7% |
| 7D | -4.1% | +6.1% | -10.2% | -4.9% |
| 30D | -25.0% | +1.3% | -26.2% | -25.1% |
| 3M | -10.6% | -5.6% | -5.1% | -10.0% |
| 6M | -16.6% | +22.2% | -38.8% | -20.0% |
| YTD | +2.5% | +44.3% | -41.8% | -2.5% |
| 1Y | +8.1% | +43.1% | -35.0% | +3.4% |
| All | +8.1% | +40.7% | -32.6% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling