+20.2%
EXE vs GRMN
+158.7%
-138.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | +3.6% | -0.1% | +3.6% | +3.6% |
| 30D | -4.3% | +3.5% | -7.9% | -4.8% |
| 3M | -7.7% | -7.3% | -0.3% | -6.9% |
| 6M | -7.2% | +21.8% | -29.0% | -9.8% |
| YTD | -18.5% | +42.8% | -61.3% | -22.7% |
| 1Y | -24.4% | +46.5% | -70.8% | -28.7% |
| All | +20.2% | +158.7% | -138.5% | -8.0% |
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