+273.5%
SHW vs GRMN
+646.1%
-372.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.5% | -1.8% | -2.7% | -3.7% |
| 30D | -12.7% | -12.1% | -0.6% | -7.8% |
| 3M | +4.7% | +18.0% | -13.3% | -3.5% |
| 6M | -3.4% | +13.7% | -17.2% | -9.6% |
| YTD | -1.3% | +35.3% | -36.6% | -15.0% |
| 1Y | -10.4% | +17.2% | -27.6% | -18.2% |
| 3Y | +20.1% | +179.6% | -159.5% | -33.0% |
| 5Y | +10.5% | +75.6% | -65.1% | -23.6% |
| All | +273.5% | +646.1% | -372.6% | +42.0% |
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