+171.7%
IWM vs GRMN
+628.0%
-456.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.8% |
| 7D | -1.1% | -1.4% | +0.3% | -0.5% |
| 30D | -3.1% | -13.1% | +10.0% | +3.3% |
| 3M | +2.2% | +14.9% | -12.7% | -5.5% |
| 6M | +15.1% | +13.1% | +2.0% | +6.9% |
| YTD | +18.6% | +35.3% | -16.7% | +0.3% |
| 1Y | +24.0% | +16.0% | +8.0% | +12.4% |
| 3Y | +63.7% | +179.6% | -115.9% | -13.2% |
| 5Y | +38.2% | +75.0% | -36.8% | -6.1% |
| 10Y | +171.7% | +644.1% | -472.4% | -12.1% |
| All | +171.7% | +628.0% | -456.3% | -12.1% |
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