+75.0%
GRMN vs EL
-68.4%
+143.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.7% |
| 7D | -1.4% | -2.4% | +1.0% | -1.0% |
| 30D | -13.1% | +13.7% | -26.8% | -15.5% |
| 3M | +14.9% | +14.5% | +0.4% | +11.5% |
| 6M | +13.1% | +7.4% | +5.7% | +10.3% |
| YTD | +35.3% | -4.7% | +40.0% | +34.4% |
| 1Y | +16.0% | +12.9% | +3.1% | +11.0% |
| 3Y | +179.6% | -32.2% | +211.8% | +181.7% |
| 5Y | +75.0% | -68.4% | +143.4% | +127.1% |
| All | +75.0% | -68.4% | +143.4% | +127.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling