+373.3%
GRMN vs ESTC
+19.3%
+354.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.6% |
| 7D | -1.8% | -13.2% | +11.4% | +0.5% |
| 30D | -12.1% | +9.3% | -21.4% | -14.0% |
| 3M | +18.0% | +37.3% | -19.4% | +11.0% |
| 6M | +13.7% | +61.0% | -47.3% | +3.4% |
| YTD | +35.3% | +10.7% | +24.6% | +30.4% |
| 1Y | +17.2% | -7.2% | +24.4% | +15.8% |
| 3Y | +179.6% | +7.2% | +172.4% | +155.6% |
| 5Y | +75.6% | -47.7% | +123.3% | +71.4% |
| All | +373.3% | +19.3% | +354.1% | +250.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ESTC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling