+75.6%
GRMN vs TW
+19.6%
+55.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.8% | -2.7% | +0.9% | -1.1% |
| 30D | -12.1% | -1.7% | -10.4% | -11.8% |
| 3M | +18.0% | +1.6% | +16.4% | +17.1% |
| 6M | +13.7% | -17.7% | +31.4% | +19.1% |
| YTD | +35.3% | -4.3% | +39.6% | +35.6% |
| 1Y | +17.2% | -13.1% | +30.4% | +20.6% |
| 3Y | +179.6% | +20.3% | +159.3% | +147.2% |
| 5Y | +75.6% | +22.0% | +53.6% | +45.4% |
| All | +75.6% | +19.6% | +55.9% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling