+743.1%
SW vs GRMN
+1,048.9%
-305.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.5% | -2.4% | +3.1% |
| 7D | +12.1% | +6.1% | +5.9% | +11.1% |
| 30D | +6.6% | +1.3% | +5.3% | +6.4% |
| 3M | -6.0% | -5.6% | -0.5% | -5.3% |
| 6M | +21.5% | +22.2% | -0.7% | +17.9% |
| YTD | +20.3% | +44.3% | -24.0% | +14.2% |
| 1Y | +28.1% | +43.1% | -14.9% | +21.7% |
| 3Y | +51.6% | +163.2% | -111.7% | +37.2% |
| 5Y | -0.1% | +125.5% | -125.7% | -9.5% |
| 10Y | +189.7% | +692.3% | -502.6% | +148.1% |
| All | +743.1% | +1,048.9% | -305.9% | +665.8% |
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