+5,240.8%
GRMN vs EL
+538.4%
+4,702.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.0% | -1.0% |
| 7D | -2.9% | +0.8% | -3.7% | -3.1% |
| 30D | -8.4% | +19.8% | -28.3% | -13.9% |
| 3M | +15.0% | +25.7% | -10.7% | +6.3% |
| 6M | +11.2% | +5.4% | +5.8% | +7.2% |
| YTD | +37.7% | +0.2% | +37.5% | +33.6% |
| 1Y | +18.5% | +20.4% | -2.0% | +7.7% |
| 3Y | +175.8% | -32.1% | +207.9% | +179.5% |
| 5Y | +75.1% | -67.2% | +142.3% | +125.1% |
| 10Y | +637.0% | +31.7% | +605.3% | +451.0% |
| All | +5,240.8% | +538.4% | +4,702.4% | +1,830.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling