+267.5%
GRMN vs TW
+211.4%
+56.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.4% |
| 7D | +0.2% | -3.5% | +3.7% | +1.1% |
| 30D | -11.3% | +0.5% | -11.8% | -11.5% |
| 3M | +17.7% | +4.9% | +12.8% | +15.6% |
| 6M | +14.2% | -17.1% | +31.3% | +19.6% |
| YTD | +37.0% | -3.9% | +40.9% | +37.0% |
| 1Y | +17.0% | -13.3% | +30.2% | +20.4% |
| 3Y | +183.2% | +20.9% | +162.3% | +155.0% |
| 5Y | +77.3% | +20.5% | +56.8% | +55.9% |
| All | +267.5% | +211.4% | +56.1% | +146.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling