+127.7%
EXPE vs GRMN
+628.7%
-501.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | -0.5% | -0.9% | +0.4% | -0.1% |
| 30D | -6.1% | +1.2% | -7.3% | -6.5% |
| 3M | -21.3% | -8.9% | -12.4% | -17.6% |
| 6M | +19.0% | +23.0% | -4.0% | +5.5% |
| YTD | -8.4% | +41.2% | -49.6% | -25.2% |
| 1Y | -2.8% | +47.5% | -50.3% | -22.4% |
| 3Y | +120.8% | +155.8% | -35.0% | +21.6% |
| 5Y | +46.2% | +120.2% | -74.0% | -14.2% |
| All | +127.7% | +628.7% | -501.1% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling