+183.2%
GRMN vs ESI
+82.9%
+100.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.7% |
| 7D | +0.2% | +5.4% | -5.2% | -1.5% |
| 30D | -11.3% | -4.2% | -7.1% | -10.2% |
| 3M | +17.7% | -9.6% | +27.3% | +19.5% |
| 6M | +14.2% | +18.3% | -4.2% | +2.5% |
| YTD | +37.0% | +45.8% | -8.8% | +12.3% |
| 1Y | +17.0% | +39.2% | -22.2% | -2.8% |
| 3Y | +183.2% | +86.3% | +96.9% | +113.4% |
| All | +183.2% | +82.9% | +100.3% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling