+732.4%
EXPE vs GRMN
+2,037.3%
-1,304.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.5% | +1.7% |
| 7D | -17.8% | +1.7% | -19.4% | -18.2% |
| 30D | -3.2% | +10.2% | -13.4% | -6.7% |
| 3M | -19.0% | -4.7% | -14.3% | -17.5% |
| 6M | +17.7% | +22.3% | -4.6% | +7.9% |
| YTD | -7.8% | +46.7% | -54.4% | -21.7% |
| 1Y | -1.4% | +49.6% | -51.0% | -16.8% |
| 3Y | +121.9% | +165.3% | -43.3% | +45.2% |
| 5Y | +44.3% | +130.3% | -86.1% | -0.8% |
| 10Y | +125.4% | +658.0% | -532.6% | -0.1% |
| All | +732.4% | +2,037.3% | -1,304.9% | +157.1% |
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