+855.0%
EXPE vs GRMN
+1,906.7%
-1,051.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -9.5% | -2.9% | -6.7% | -8.5% |
| 30D | -6.6% | -8.4% | +1.8% | -3.4% |
| 3M | +31.4% | +15.0% | +16.4% | +23.5% |
| 6M | +35.2% | +11.2% | +24.0% | +28.3% |
| YTD | +5.8% | +37.7% | -31.9% | -7.9% |
| 1Y | +38.7% | +18.5% | +20.2% | +27.6% |
| 3Y | +175.8% | +175.8% | 0.0% | +76.9% |
| 5Y | +111.8% | +75.1% | +36.7% | +60.9% |
| 10Y | +179.7% | +637.0% | -457.3% | +25.4% |
| All | +855.0% | +1,906.7% | -1,051.7% | +202.4% |
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