+3.3%
SWK vs GRMN
+634.2%
-630.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -0.4% | -2.9% | +2.4% | +1.3% |
| 30D | -5.7% | -8.4% | +2.7% | -0.5% |
| 3M | +24.1% | +15.0% | +9.1% | +12.0% |
| 6M | +24.7% | +11.2% | +13.5% | +14.5% |
| YTD | +33.9% | +37.7% | -3.8% | +6.4% |
| 1Y | +34.7% | +18.5% | +16.2% | +17.3% |
| 3Y | +15.3% | +175.8% | -160.5% | -47.0% |
| 5Y | -39.3% | +75.1% | -114.4% | -61.9% |
| All | +3.3% | +634.2% | -630.9% | -72.5% |
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 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