+20.3%
EXE vs GRMN
+179.1%
-158.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | -2.7% | -1.4% | -1.3% | -2.5% |
| 30D | -0.4% | -13.1% | +12.7% | +1.4% |
| 3M | +9.5% | +14.9% | -5.5% | +7.3% |
| 6M | -9.3% | +13.1% | -22.5% | -11.1% |
| YTD | -10.9% | +35.3% | -46.2% | -15.0% |
| 1Y | +4.3% | +16.0% | -11.7% | +2.1% |
| All | +20.3% | +179.1% | -158.8% | -4.6% |
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