+43.1%
GRMN vs EL
+25.6%
+17.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.3% | +0.2% | +5.5% |
| 7D | +6.1% | +2.5% | +3.6% | +5.6% |
| 30D | +1.3% | +20.1% | -18.8% | -1.6% |
| 3M | -5.6% | +29.3% | -34.8% | -9.3% |
| 6M | +22.2% | +38.8% | -16.6% | +15.7% |
| YTD | +44.3% | +8.1% | +36.2% | +40.3% |
| 1Y | +43.1% | +22.3% | +20.7% | +34.5% |
| All | +43.1% | +25.6% | +17.4% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling