+175.5%
EXE vs GRMN
+139.8%
+35.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.2% | -1.8% | -0.4% | -1.9% |
| 30D | -0.8% | -12.1% | +11.3% | +1.6% |
| 3M | +10.0% | +18.0% | -7.9% | +6.3% |
| 6M | -6.3% | +13.7% | -20.1% | -9.1% |
| YTD | -10.7% | +35.3% | -46.0% | -16.7% |
| 1Y | +2.7% | +17.2% | -14.6% | -1.3% |
| 3Y | +19.1% | +179.6% | -160.5% | -12.6% |
| 5Y | +105.4% | +75.6% | +29.9% | +62.4% |
| All | +175.5% | +139.8% | +35.8% | +100.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling