+421.2%
GLW vs GRMN
+184.1%
+237.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.7% | +5.7% |
| 7D | +3.8% | -2.9% | +6.6% | +4.6% |
| 30D | -1.3% | -8.4% | +7.1% | +1.2% |
| 3M | -21.8% | +15.0% | -36.8% | -25.4% |
| 6M | +6.9% | +11.2% | -4.3% | +3.3% |
| YTD | +77.2% | +37.7% | +39.5% | +62.5% |
| 1Y | +123.2% | +18.5% | +104.8% | +111.0% |
| All | +421.2% | +184.1% | +237.1% | +336.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling