+183.8%
GRMN vs NWSA
+43.3%
+140.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | +2.4% | -2.8% | +5.2% | +3.7% |
| 30D | -8.5% | +3.0% | -11.5% | -9.8% |
| 3M | +19.5% | +12.3% | +7.1% | +13.0% |
| 6M | +21.2% | +21.9% | -0.7% | +9.8% |
| YTD | +41.0% | +13.6% | +27.5% | +31.9% |
| 1Y | +19.6% | +0.5% | +19.1% | +18.6% |
| 3Y | +183.8% | +43.8% | +140.0% | +148.3% |
| All | +183.8% | +43.3% | +140.5% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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