+76.7%
GRMN vs ES
-5.6%
+82.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -8.4% | -2.0% | -6.5% | -7.9% |
| 3M | +15.0% | +1.7% | +13.3% | +14.2% |
| 6M | +11.2% | -3.5% | +14.7% | +12.1% |
| YTD | +37.7% | +7.9% | +29.8% | +33.6% |
| 1Y | +18.5% | +17.2% | +1.3% | +10.9% |
| 3Y | +175.8% | +29.3% | +146.5% | +146.4% |
| All | +76.7% | -5.6% | +82.4% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling