+1,062.3%
GRMN vs NWSA
+123.2%
+939.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | +0.2% | -2.6% | +2.8% | +1.2% |
| 30D | -11.3% | +4.6% | -15.9% | -12.9% |
| 3M | +17.7% | +10.2% | +7.5% | +13.0% |
| 6M | +14.2% | +21.6% | -7.5% | +5.2% |
| YTD | +37.0% | +14.6% | +22.4% | +28.9% |
| 1Y | +17.0% | +0.4% | +16.6% | +15.6% |
| 3Y | +183.2% | +45.0% | +138.2% | +142.0% |
| 5Y | +77.3% | +41.3% | +36.0% | +49.6% |
| 10Y | +630.9% | +142.8% | +488.1% | +370.6% |
| All | +1,062.3% | +123.2% | +939.1% | +668.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling