+1,573.3%
HWM vs GRMN
+629.5%
+943.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.5% | -10.2% | -10.4% |
| 7D | -9.2% | +0.2% | -9.4% | -9.2% |
| 30D | -17.9% | -11.3% | -6.5% | -12.7% |
| 3M | -6.0% | +17.7% | -23.8% | -15.6% |
| 6M | -7.4% | +14.2% | -21.5% | -15.6% |
| YTD | +13.1% | +37.0% | -23.9% | -7.7% |
| 1Y | +29.3% | +17.0% | +12.3% | +14.3% |
| 3Y | +389.9% | +183.2% | +206.7% | +128.9% |
| 5Y | +655.5% | +77.3% | +578.3% | +384.2% |
| All | +1,573.3% | +629.5% | +943.8% | +321.1% |
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