+5,240.8%
GRMN vs BBWI
+332.6%
+4,908.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.7% |
| 7D | -2.9% | +1.5% | -4.4% | -3.2% |
| 30D | -8.4% | -5.2% | -3.2% | -7.7% |
| 3M | +15.0% | +11.1% | +3.9% | +10.9% |
| 6M | +11.2% | -13.4% | +24.6% | +12.4% |
| YTD | +37.7% | +0.1% | +37.6% | +33.9% |
| 1Y | +18.5% | -36.1% | +54.6% | +26.5% |
| 3Y | +175.8% | -44.1% | +219.9% | +191.1% |
| 5Y | +75.1% | -66.2% | +141.3% | +100.1% |
| 10Y | +637.0% | -54.8% | +691.8% | +566.7% |
| All | +5,240.8% | +332.6% | +4,908.2% | +1,865.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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