+730.4%
SW vs GRMN
+1,038.0%
-307.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.4% |
| 7D | +4.7% | +2.3% | +2.3% | +4.3% |
| 30D | +5.0% | +2.6% | +2.4% | +4.6% |
| 3M | -7.3% | -5.0% | -2.4% | -6.7% |
| 6M | +15.0% | +23.1% | -8.1% | +11.5% |
| YTD | +18.5% | +42.9% | -24.4% | +12.6% |
| 1Y | +27.1% | +41.7% | -14.6% | +20.9% |
| 3Y | +49.3% | +160.7% | -111.4% | +35.3% |
| 5Y | -1.6% | +124.2% | -125.8% | -10.7% |
| 10Y | +185.4% | +684.8% | -499.4% | +144.7% |
| All | +730.4% | +1,038.0% | -307.6% | +655.3% |
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