+172.2%
GRMN vs TW
+20.8%
+151.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | -13.1% | -0.6% | -12.5% | -13.0% |
| 3M | +14.9% | +3.4% | +11.5% | +14.2% |
| 6M | +13.1% | -18.4% | +31.6% | +16.4% |
| YTD | +35.3% | -3.9% | +39.2% | +35.7% |
| 1Y | +16.0% | -13.3% | +29.3% | +18.2% |
| All | +172.2% | +20.8% | +151.4% | +156.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling