+837.6%
GLW vs GRMN
+633.1%
+204.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.5% | +8.0% | +7.8% |
| 7D | +14.0% | +0.2% | +13.8% | +13.9% |
| 30D | +0.4% | -11.3% | +11.7% | +6.8% |
| 3M | -11.3% | +17.7% | -29.1% | -20.2% |
| 6M | +35.1% | +14.2% | +20.9% | +24.7% |
| YTD | +90.5% | +37.0% | +53.5% | +59.2% |
| 1Y | +132.0% | +17.0% | +115.0% | +109.0% |
| 3Y | +463.3% | +183.2% | +280.1% | +174.9% |
| 5Y | +382.5% | +77.3% | +305.2% | +219.7% |
| 10Y | +837.6% | +630.9% | +206.8% | +159.7% |
| All | +837.6% | +633.1% | +204.5% | +159.7% |
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