+51.6%
SW vs GRMN
+163.5%
-111.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.5% | -2.4% | +1.0% |
| 7D | +12.1% | +6.1% | +5.9% | +9.0% |
| 30D | +6.6% | +1.3% | +5.3% | +5.8% |
| 3M | -6.0% | -5.6% | -0.5% | -3.7% |
| 6M | +21.5% | +22.2% | -0.7% | +8.9% |
| YTD | +20.3% | +44.3% | -24.0% | -1.5% |
| 1Y | +28.1% | +43.1% | -14.9% | +5.3% |
| All | +51.6% | +163.5% | -111.9% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling