+1,463.9%
ITW vs GRMN
+6,536.9%
-5,073.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.4% |
| 7D | -1.9% | -1.4% | -0.5% | -1.5% |
| 30D | -10.4% | -13.1% | +2.7% | -6.8% |
| 3M | +3.5% | +14.9% | -11.4% | -0.9% |
| 6M | -3.4% | +13.1% | -16.5% | -7.3% |
| YTD | +8.5% | +35.3% | -26.8% | -1.3% |
| 1Y | +3.2% | +16.0% | -12.8% | -2.3% |
| 3Y | +18.9% | +179.6% | -160.7% | -13.9% |
| 5Y | +35.0% | +75.0% | -40.0% | +10.2% |
| 10Y | +188.6% | +644.1% | -455.5% | +62.5% |
| All | +1,463.9% | +6,536.9% | -5,073.1% | +403.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling