+24.7%
SWK vs GRMN
+656.8%
-632.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.8% |
| 7D | -2.3% | +1.7% | -3.9% | -3.3% |
| 30D | +30.4% | +10.2% | +20.2% | +22.9% |
| 3M | +12.1% | -4.7% | +16.8% | +15.2% |
| 6M | +49.1% | +22.3% | +26.8% | +29.0% |
| YTD | +60.4% | +46.7% | +13.8% | +22.1% |
| 1Y | +78.3% | +49.6% | +28.7% | +34.1% |
| 3Y | +53.3% | +165.3% | -112.0% | -27.1% |
| 5Y | -27.0% | +130.3% | -157.3% | -62.2% |
| All | +24.7% | +656.8% | -632.1% | -67.7% |
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 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