+730.4%
EXPE vs GRMN
+2,021.9%
-1,291.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.9% |
| 7D | -13.3% | +6.4% | -19.7% | -15.2% |
| 30D | -5.5% | +8.7% | -14.2% | -8.4% |
| 3M | -16.5% | -5.8% | -10.7% | -14.6% |
| 6M | +13.1% | +22.5% | -9.5% | +3.5% |
| YTD | -8.0% | +45.6% | -53.6% | -21.6% |
| 1Y | +1.1% | +47.5% | -46.4% | -14.3% |
| 3Y | +131.2% | +166.2% | -35.1% | +51.0% |
| 5Y | +39.8% | +124.1% | -84.3% | -2.9% |
| 10Y | +118.5% | +668.0% | -549.6% | -3.6% |
| All | +730.4% | +2,021.9% | -1,291.4% | +157.2% |
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