+84.1%
EWZ vs GRMN
+633.1%
-549.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | +5.6% | +0.2% | +5.4% | +5.5% |
| 30D | +9.3% | -11.3% | +20.6% | +14.4% |
| 3M | +15.7% | +17.7% | -2.0% | +7.0% |
| 6M | +7.4% | +14.2% | -6.7% | +0.4% |
| YTD | +22.7% | +37.0% | -14.3% | +5.8% |
| 1Y | +36.4% | +17.0% | +19.4% | +24.7% |
| 3Y | +50.4% | +183.2% | -132.8% | -18.2% |
| 5Y | +67.6% | +77.3% | -9.6% | +18.9% |
| 10Y | +84.1% | +630.9% | -546.8% | -41.8% |
| All | +84.1% | +633.1% | -549.1% | -41.8% |
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 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