+557.4%
GWW vs GRMN
+646.1%
-88.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.1% | -1.8% | -1.4% | -2.5% |
| 30D | -2.3% | -12.1% | +9.8% | +2.1% |
| 3M | -3.3% | +18.0% | -21.3% | -10.0% |
| 6M | +15.4% | +13.7% | +1.7% | +8.6% |
| YTD | +26.7% | +35.3% | -8.5% | +11.1% |
| 1Y | +29.0% | +17.2% | +11.7% | +18.7% |
| 3Y | +89.0% | +179.6% | -90.6% | +12.5% |
| 5Y | +221.8% | +75.6% | +146.2% | +135.4% |
| All | +557.4% | +646.1% | -88.7% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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