+644.1%
GRMN vs ES
+83.1%
+561.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.8% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -13.1% | -1.0% | -12.1% | -12.8% |
| 3M | +14.9% | +1.5% | +13.5% | +14.1% |
| 6M | +13.1% | -3.5% | +16.6% | +14.1% |
| YTD | +35.3% | +7.0% | +28.3% | +31.1% |
| 1Y | +16.0% | +15.3% | +0.7% | +8.5% |
| 3Y | +179.6% | +30.2% | +149.4% | +145.2% |
| 5Y | +75.0% | -4.3% | +79.3% | +72.0% |
| 10Y | +644.1% | +87.5% | +556.6% | +534.1% |
| All | +644.1% | +83.1% | +561.0% | +534.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling