+75.0%
GRMN vs BWA
+89.5%
-14.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.8% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -13.1% | -5.6% | -7.5% | -11.8% |
| 3M | +14.9% | -10.7% | +25.6% | +18.3% |
| 6M | +13.1% | +23.2% | -10.1% | +5.1% |
| YTD | +35.3% | +46.0% | -10.7% | +16.4% |
| 1Y | +16.0% | +51.2% | -35.2% | -1.7% |
| 3Y | +179.6% | +69.6% | +110.0% | +120.9% |
| 5Y | +75.0% | +86.6% | -11.6% | +27.5% |
| All | +75.0% | +89.5% | -14.5% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 5y: compounded portfolio wealth divided by compounded BWA 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…
5y analysis · Full analysis span regression · 6 months rolling