+337.7%
SHW vs GRMN
+628.7%
-291.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | +1.9% | -0.9% | +2.8% | +2.3% |
| 30D | +8.1% | +1.2% | +6.9% | +7.6% |
| 3M | -2.8% | -8.9% | +6.1% | +1.0% |
| 6M | +15.0% | +23.0% | -8.0% | +3.9% |
| YTD | +9.0% | +41.2% | -32.2% | -8.0% |
| 1Y | +4.5% | +47.5% | -43.0% | -13.6% |
| 3Y | +41.9% | +155.8% | -113.9% | -16.7% |
| 5Y | +10.7% | +120.2% | -109.4% | -31.5% |
| All | +337.7% | +628.7% | -291.1% | +67.0% |
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 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