+5,377.6%
GRMN vs EL
+586.9%
+4,790.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -0.9% | +1.5% | -2.4% | -1.4% |
| 30D | +1.2% | +10.0% | -8.8% | -1.9% |
| 3M | -8.9% | +28.4% | -37.3% | -16.4% |
| 6M | +23.0% | +37.1% | -14.1% | +9.9% |
| YTD | +41.2% | +7.8% | +33.4% | +33.5% |
| 1Y | +47.5% | +26.0% | +21.5% | +32.4% |
| 3Y | +155.8% | +3.8% | +151.9% | +126.6% |
| 5Y | +120.2% | -65.2% | +185.4% | +177.8% |
| 10Y | +629.9% | +62.1% | +567.8% | +407.5% |
| All | +5,377.6% | +586.9% | +4,790.7% | +1,829.6% |
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