+88.4%
GWW vs GRMN
+179.1%
-90.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.1% | -1.8% | -1.4% | -2.9% |
| 30D | -2.3% | -12.1% | +9.8% | -0.2% |
| 3M | -3.3% | +18.0% | -21.3% | -6.7% |
| 6M | +15.4% | +13.7% | +1.7% | +12.0% |
| YTD | +26.7% | +35.3% | -8.5% | +18.6% |
| 1Y | +29.0% | +17.2% | +11.7% | +23.6% |
| All | +88.4% | +179.1% | -90.7% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling