+266.1%
CDW vs GRMN
+633.1%
-367.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.0% |
| 7D | -3.9% | +0.2% | -4.1% | -3.9% |
| 30D | +6.9% | -11.3% | +18.2% | +12.7% |
| 3M | +7.7% | +17.7% | -10.0% | -0.6% |
| 6M | +18.3% | +14.2% | +4.2% | +10.0% |
| YTD | +7.8% | +37.0% | -29.3% | -8.5% |
| 1Y | -12.2% | +17.0% | -29.2% | -20.2% |
| 3Y | -28.9% | +183.2% | -212.1% | -63.2% |
| 5Y | -22.8% | +77.3% | -100.0% | -47.2% |
| 10Y | +266.1% | +630.9% | -364.8% | +14.3% |
| All | +266.1% | +633.1% | -367.1% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling