+755.0%
SW vs GRMN
+996.5%
-241.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -5.1% | -2.9% | -2.2% | -4.7% |
| 30D | -4.6% | -8.4% | +3.9% | -3.4% |
| 3M | +9.4% | +15.0% | -5.6% | +7.0% |
| 6M | +3.5% | +11.2% | -7.7% | +1.7% |
| YTD | +22.0% | +37.7% | -15.7% | +16.5% |
| 1Y | +2.2% | +18.5% | -16.3% | -0.4% |
| 3Y | +19.6% | +175.8% | -156.2% | +8.1% |
| 5Y | -2.3% | +75.1% | -77.4% | -9.8% |
| 10Y | +181.4% | +637.0% | -455.7% | +142.6% |
| All | +755.0% | +996.5% | -241.5% | +681.7% |
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