+1,869.4%
GRMN vs EFV
+256.4%
+1,613.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | +0.2% | +1.0% | -0.8% | -0.6% |
| 30D | -11.3% | +0.2% | -11.5% | -11.5% |
| 3M | +17.7% | +9.6% | +8.1% | +9.6% |
| 6M | +14.2% | +14.0% | +0.1% | +3.0% |
| YTD | +37.0% | +18.5% | +18.6% | +20.0% |
| 1Y | +17.0% | +27.9% | -10.9% | -3.3% |
| 3Y | +183.2% | +92.4% | +90.8% | +70.8% |
| 5Y | +77.3% | +97.2% | -19.9% | +4.3% |
| 10Y | +630.9% | +163.0% | +467.9% | +241.2% |
| All | +1,869.4% | +256.4% | +1,613.0% | +555.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling