+75.6%
GRMN vs EFV
+94.1%
-18.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -1.8% | -2.0% | +0.2% | -0.2% |
| 30D | -12.1% | -0.2% | -11.9% | -12.0% |
| 3M | +18.0% | +9.1% | +8.9% | +9.9% |
| 6M | +13.7% | +11.7% | +2.0% | +4.0% |
| YTD | +35.3% | +17.0% | +18.3% | +19.0% |
| 1Y | +17.2% | +26.7% | -9.5% | -3.1% |
| 3Y | +179.6% | +90.2% | +89.5% | +68.3% |
| 5Y | +75.6% | +96.1% | -20.5% | +0.9% |
| All | +75.6% | +94.1% | -18.5% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling