+719.1%
GRMN vs ESI
+224.6%
+494.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.8% |
| 7D | -2.9% | +3.3% | -6.2% | -3.7% |
| 30D | -8.4% | -5.9% | -2.6% | -7.0% |
| 3M | +15.0% | -14.1% | +29.1% | +18.3% |
| 6M | +11.2% | +6.6% | +4.6% | +6.9% |
| YTD | +37.7% | +45.0% | -7.3% | +21.5% |
| 1Y | +18.5% | +41.5% | -23.0% | +4.9% |
| 3Y | +175.8% | +78.8% | +97.0% | +127.0% |
| 5Y | +75.1% | +70.9% | +4.2% | +43.9% |
| 10Y | +637.0% | +317.1% | +320.0% | +375.8% |
| All | +719.1% | +224.6% | +494.5% | +436.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling