+278.3%
GRMN vs TW
+206.7%
+71.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.3% | +4.5% |
| 7D | +2.4% | -4.5% | +6.9% | +3.7% |
| 30D | -8.5% | -2.3% | -6.2% | -7.9% |
| 3M | +19.5% | +2.6% | +16.9% | +18.1% |
| 6M | +21.2% | -17.5% | +38.7% | +27.1% |
| YTD | +41.0% | -5.3% | +46.4% | +41.6% |
| 1Y | +19.6% | -14.8% | +34.4% | +23.7% |
| 3Y | +183.8% | +18.8% | +165.0% | +156.8% |
| 5Y | +83.0% | +20.7% | +62.3% | +60.7% |
| All | +278.3% | +206.7% | +71.6% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling