+5,240.8%
GRMN vs ES
+643.9%
+4,596.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -8.4% | -2.0% | -6.5% | -7.8% |
| 3M | +15.0% | +1.7% | +13.3% | +14.0% |
| 6M | +11.2% | -3.5% | +14.7% | +12.3% |
| YTD | +37.7% | +7.9% | +29.8% | +32.5% |
| 1Y | +18.5% | +17.2% | +1.3% | +9.5% |
| 3Y | +175.8% | +29.3% | +146.5% | +139.9% |
| 5Y | +75.1% | -5.7% | +80.8% | +71.8% |
| 10Y | +637.0% | +85.2% | +551.8% | +426.8% |
| All | +5,240.8% | +643.9% | +4,596.9% | +2,068.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling