+669.0%
GRMN vs EFV
+169.9%
+499.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.2% | +3.4% |
| 7D | +2.4% | -0.8% | +3.2% | +3.1% |
| 30D | -8.5% | +0.6% | -9.1% | -8.9% |
| 3M | +19.5% | +7.5% | +11.9% | +12.5% |
| 6M | +21.2% | +13.0% | +8.2% | +9.6% |
| YTD | +41.0% | +18.3% | +22.7% | +22.8% |
| 1Y | +19.6% | +26.7% | -7.1% | -1.4% |
| 3Y | +183.8% | +89.6% | +94.2% | +68.8% |
| 5Y | +83.0% | +98.2% | -15.2% | +4.2% |
| All | +669.0% | +169.9% | +499.1% | +243.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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