+5,426.8%
GRMN vs ES
+639.8%
+4,787.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.8% |
| 7D | +4.7% | +1.9% | +2.8% | +4.0% |
| 30D | +3.4% | +7.1% | -3.6% | +0.6% |
| 3M | -5.0% | -1.9% | -3.1% | -4.5% |
| 6M | +18.6% | +4.4% | +14.2% | +16.1% |
| YTD | +42.5% | +7.3% | +35.2% | +37.2% |
| 1Y | +42.3% | +2.1% | +40.2% | +39.0% |
| 3Y | +158.5% | +41.8% | +116.6% | +116.7% |
| 5Y | +123.6% | +1.4% | +122.1% | +112.5% |
| 10Y | +682.5% | +86.8% | +595.7% | +456.5% |
| All | +5,426.8% | +639.8% | +4,787.0% | +2,144.4% |
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