+172.2%
GRMN vs EL
-32.9%
+205.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.9% |
| 7D | -1.4% | -2.4% | +1.0% | -1.1% |
| 30D | -13.1% | +13.7% | -26.8% | -14.6% |
| 3M | +14.9% | +14.5% | +0.4% | +12.8% |
| 6M | +13.1% | +7.4% | +5.7% | +11.3% |
| YTD | +35.3% | -4.7% | +40.0% | +34.9% |
| 1Y | +16.0% | +12.9% | +3.1% | +13.3% |
| All | +172.2% | -32.9% | +205.1% | +154.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling