+425.0%
EWZ vs GRMN
+6,890.4%
-6,465.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.5% | +4.7% | -6.2% | -3.0% |
| 30D | -24.5% | +3.4% | -27.9% | -25.5% |
| 3M | -10.7% | -5.0% | -5.7% | -9.5% |
| 6M | -19.1% | +18.6% | -37.7% | -24.6% |
| YTD | +1.6% | +42.5% | -40.9% | -11.5% |
| 1Y | +4.3% | +42.3% | -38.0% | -9.2% |
| 3Y | +19.0% | +158.5% | -139.5% | -19.6% |
| 5Y | +57.7% | +123.6% | -65.9% | +10.1% |
| 10Y | +51.3% | +682.5% | -631.2% | -30.5% |
| All | +425.0% | +6,890.4% | -6,465.4% | +35.7% |
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