+50.4%
IEFA vs GRMN
+80.9%
-30.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +0.1% |
| 7D | -1.6% | +2.0% | -3.6% | -2.0% |
| 30D | -1.5% | -8.8% | +7.3% | +0.6% |
| 3M | +3.4% | +19.0% | -15.6% | -1.4% |
| 6M | +9.5% | +20.7% | -11.2% | +3.9% |
| YTD | +13.0% | +40.5% | -27.5% | +3.1% |
| 1Y | +18.0% | +19.1% | -1.1% | +11.7% |
| 3Y | +65.4% | +182.7% | -117.3% | +14.7% |
| All | +50.4% | +80.9% | -30.5% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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