+185.4%
SW vs GRMN
+671.0%
-485.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.2% |
| 7D | +4.7% | +2.3% | +2.3% | +3.9% |
| 30D | +5.0% | +2.6% | +2.4% | +4.1% |
| 3M | -7.3% | -5.0% | -2.4% | -5.9% |
| 6M | +15.0% | +23.1% | -8.1% | +6.8% |
| YTD | +18.5% | +42.9% | -24.4% | +4.7% |
| 1Y | +27.1% | +41.7% | -14.6% | +12.6% |
| 3Y | +49.3% | +160.7% | -111.4% | +15.0% |
| 5Y | -1.6% | +124.2% | -125.8% | -23.5% |
| All | +185.4% | +671.0% | -485.6% | +83.6% |
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