+666.0%
GRMN vs EAT
+374.9%
+291.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.9% | +4.0% |
| 7D | +2.0% | -7.7% | +9.7% | +3.3% |
| 30D | -8.8% | -13.6% | +4.8% | -6.7% |
| 3M | +19.0% | +33.9% | -14.9% | +13.2% |
| 6M | +20.7% | +47.2% | -26.5% | +12.6% |
| YTD | +40.5% | +48.1% | -7.6% | +30.3% |
| 1Y | +19.1% | +33.7% | -14.6% | +11.8% |
| 3Y | +182.7% | +595.8% | -413.1% | +102.2% |
| 5Y | +82.3% | +314.4% | -232.1% | +35.6% |
| All | +666.0% | +374.9% | +291.1% | +413.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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