+383.2%
SCHW vs GRMN
+6,536.9%
-6,153.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -1.6% | -1.4% | -0.2% | -1.1% |
| 30D | -1.1% | -13.1% | +12.0% | +4.0% |
| 3M | +20.4% | +14.9% | +5.4% | +13.3% |
| 6M | +13.6% | +13.1% | +0.5% | +7.1% |
| YTD | +7.7% | +35.3% | -27.6% | -5.4% |
| 1Y | +15.2% | +16.0% | -0.8% | +6.5% |
| 3Y | +87.1% | +179.6% | -92.5% | +19.4% |
| 5Y | +57.5% | +75.0% | -17.5% | +18.5% |
| 10Y | +295.1% | +644.1% | -349.0% | +75.7% |
| All | +383.2% | +6,536.9% | -6,153.8% | -14.2% |
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