+212.3%
IEFA vs GRMN
+954.1%
-741.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -0.5% | -1.4% | +0.9% | 0.0% |
| 30D | -1.1% | -13.1% | +12.0% | +3.0% |
| 3M | +5.1% | +14.9% | -9.9% | +0.1% |
| 6M | +9.3% | +13.1% | -3.8% | +4.5% |
| YTD | +13.0% | +35.3% | -22.3% | +1.9% |
| 1Y | +19.2% | +16.0% | +3.2% | +12.2% |
| 3Y | +67.0% | +179.6% | -112.6% | +13.3% |
| 5Y | +51.1% | +75.0% | -23.9% | +17.8% |
| 10Y | +146.5% | +644.1% | -497.6% | +24.7% |
| All | +212.3% | +954.1% | -741.8% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling