+597.9%
GRMN vs EAT
+320.8%
+277.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.9% | -4.0% | +3.1% | -0.3% |
| 30D | +1.2% | -2.9% | +4.1% | +1.3% |
| 3M | -8.9% | -16.9% | +8.0% | -6.7% |
| 6M | +23.0% | +57.0% | -34.0% | +13.4% |
| YTD | +41.2% | +38.2% | +3.0% | +31.9% |
| 1Y | +47.5% | +69.3% | -21.8% | +32.9% |
| 3Y | +155.8% | +483.0% | -327.2% | +87.5% |
| 5Y | +120.2% | +364.1% | -244.0% | +61.7% |
| All | +597.9% | +320.8% | +277.1% | +362.0% |
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