+178.5%
EXE vs GRMN
+144.0%
+34.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -0.3% | -2.9% | +2.6% | +0.3% |
| 30D | +8.5% | -8.4% | +16.9% | +10.2% |
| 3M | +5.5% | +15.0% | -9.5% | +2.4% |
| 6M | -5.9% | +11.2% | -17.1% | -8.3% |
| YTD | -9.7% | +37.7% | -47.4% | -16.1% |
| 1Y | +3.6% | +18.5% | -14.9% | -0.6% |
| 3Y | +18.0% | +175.8% | -157.8% | -12.9% |
| 5Y | +109.4% | +75.1% | +34.3% | +66.2% |
| All | +178.5% | +144.0% | +34.5% | +101.8% |
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