+55.0%
EWZ vs GRMN
+75.1%
-20.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +6.5% | -2.9% | +9.4% | +7.1% |
| 30D | +4.8% | -8.4% | +13.3% | +6.5% |
| 3M | +9.9% | +15.0% | -5.1% | +6.4% |
| 6M | +1.9% | +11.2% | -9.3% | -0.8% |
| YTD | +20.3% | +37.7% | -17.4% | +12.1% |
| 1Y | +35.6% | +18.5% | +17.1% | +29.8% |
| 3Y | +43.4% | +175.8% | -132.4% | +7.6% |
| All | +55.0% | +75.1% | -20.1% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling