+5,240.8%
GRMN vs BWA
+2,214.4%
+3,026.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -1.1% |
| 7D | -2.9% | +5.7% | -8.5% | -4.8% |
| 30D | -8.4% | +1.4% | -9.8% | -9.0% |
| 3M | +15.0% | -12.1% | +27.1% | +19.6% |
| 6M | +11.2% | +28.6% | -17.4% | -0.2% |
| YTD | +37.7% | +51.1% | -13.4% | +14.1% |
| 1Y | +18.5% | +55.9% | -37.4% | -3.2% |
| 3Y | +175.8% | +70.1% | +105.7% | +111.7% |
| 5Y | +75.1% | +90.7% | -15.6% | +25.1% |
| 10Y | +637.0% | +154.0% | +483.1% | +326.1% |
| All | +5,240.8% | +2,214.4% | +3,026.5% | +1,070.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling