+19.6%
GRMN vs ESI
+34.2%
-14.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.8% | +4.2% |
| 7D | +2.4% | -4.6% | +7.1% | +3.3% |
| 30D | -8.5% | -10.5% | +2.1% | -6.5% |
| 3M | +19.5% | -19.8% | +39.3% | +24.3% |
| 6M | +21.2% | +5.8% | +15.4% | +13.2% |
| YTD | +41.0% | +38.3% | +2.7% | +19.4% |
| 1Y | +19.6% | +31.5% | -11.9% | +2.4% |
| All | +19.6% | +34.2% | -14.6% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling