+75.6%
GRMN vs NWSA
+39.0%
+36.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -1.8% | -4.8% | +3.0% | +0.3% |
| 30D | -12.1% | +3.0% | -15.1% | -13.3% |
| 3M | +18.0% | +9.3% | +8.7% | +12.9% |
| 6M | +13.7% | +23.2% | -9.5% | +2.8% |
| YTD | +35.3% | +13.3% | +22.0% | +26.7% |
| 1Y | +17.2% | +2.9% | +14.4% | +14.4% |
| 3Y | +179.6% | +43.3% | +136.3% | +134.2% |
| 5Y | +75.6% | +40.9% | +34.7% | +43.0% |
| All | +75.6% | +39.0% | +36.5% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling