+29.8%
GRMN vs WETO
-99.4%
+129.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.4% | +9.7% | +4.2% |
| 7D | +2.4% | -4.3% | +6.7% | +2.4% |
| 30D | -8.5% | -39.9% | +31.4% | -7.7% |
| 3M | +19.5% | -97.9% | +117.4% | +22.9% |
| 6M | +21.2% | -95.0% | +116.2% | +22.3% |
| YTD | +41.0% | -97.2% | +138.2% | +42.5% |
| 1Y | +19.6% | -98.9% | +118.5% | +21.0% |
| All | +29.8% | -99.4% | +129.2% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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