+19.0%
EWZ vs GRMN
+160.2%
-141.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.5% | +4.7% | -6.2% | -2.1% |
| 30D | -24.5% | +3.4% | -27.9% | -24.9% |
| 3M | -10.7% | -5.0% | -5.7% | -10.2% |
| 6M | -19.1% | +18.6% | -37.7% | -21.4% |
| YTD | +1.6% | +42.5% | -40.9% | -3.7% |
| 1Y | +4.3% | +42.3% | -38.0% | -1.2% |
| 3Y | +19.0% | +158.5% | -139.5% | -2.3% |
| All | +19.0% | +160.2% | -141.3% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling