+521.5%
EWZ vs GRMN
+6,655.2%
-6,133.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +6.5% | -2.9% | +9.4% | +7.5% |
| 30D | +4.8% | -8.4% | +13.3% | +7.9% |
| 3M | +9.9% | +15.0% | -5.1% | +3.8% |
| 6M | +1.9% | +11.2% | -9.3% | -2.7% |
| YTD | +20.3% | +37.7% | -17.4% | +6.3% |
| 1Y | +35.6% | +18.5% | +17.1% | +25.4% |
| 3Y | +43.4% | +175.8% | -132.4% | -5.2% |
| 5Y | +55.9% | +75.1% | -19.2% | +18.7% |
| 10Y | +84.2% | +637.0% | -552.9% | -13.4% |
| All | +521.5% | +6,655.2% | -6,133.7% | +62.9% |
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