+637.6%
GRMN vs WU
-39.5%
+677.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -1.8% | -5.0% | +3.2% | -0.2% |
| 30D | -12.1% | -2.3% | -9.8% | -11.5% |
| 3M | +18.0% | -3.2% | +21.2% | +17.5% |
| 6M | +13.7% | -25.0% | +38.8% | +23.4% |
| YTD | +35.3% | -21.7% | +57.0% | +44.1% |
| 1Y | +17.2% | -9.0% | +26.2% | +17.6% |
| 3Y | +179.6% | -28.9% | +208.5% | +200.6% |
| 5Y | +75.6% | -51.0% | +126.6% | +112.0% |
| All | +637.6% | -39.5% | +677.1% | +710.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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