+75.0%
GRMN vs ESI
+74.4%
+0.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.8% |
| 7D | -1.4% | +3.9% | -5.3% | -2.8% |
| 30D | -13.1% | -3.8% | -9.3% | -12.0% |
| 3M | +14.9% | -13.1% | +28.1% | +18.9% |
| 6M | +13.1% | +11.3% | +1.8% | +4.0% |
| YTD | +35.3% | +44.1% | -8.8% | +10.6% |
| 1Y | +16.0% | +40.3% | -24.3% | -4.7% |
| 3Y | +179.6% | +84.1% | +95.5% | +98.5% |
| 5Y | +75.0% | +75.8% | -0.8% | +21.4% |
| All | +75.0% | +74.4% | +0.6% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling