+863.2%
CDW vs GRMN
+1,043.7%
-180.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +3.2% | -2.9% | +6.0% | +4.3% |
| 30D | +9.3% | -8.4% | +17.7% | +13.0% |
| 3M | +9.8% | +15.0% | -5.2% | +3.3% |
| 6M | +23.3% | +11.2% | +12.1% | +16.9% |
| YTD | +13.7% | +37.7% | -24.0% | -1.5% |
| 1Y | -6.5% | +18.5% | -25.0% | -14.3% |
| 3Y | -25.2% | +175.8% | -201.0% | -55.4% |
| 5Y | -19.5% | +75.1% | -94.6% | -41.6% |
| 10Y | +285.8% | +637.0% | -351.2% | +65.8% |
| All | +863.2% | +1,043.7% | -180.5% | +313.3% |
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 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