+50.8%
SWKS vs GRMN
+628.7%
-577.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.5% |
| 7D | +9.4% | -0.9% | +10.3% | +9.9% |
| 30D | +17.0% | +1.2% | +15.8% | +15.6% |
| 3M | +28.9% | -8.9% | +37.8% | +34.7% |
| 6M | +33.1% | +23.0% | +10.1% | +15.4% |
| YTD | +44.8% | +41.2% | +3.6% | +13.6% |
| 1Y | +36.2% | +47.5% | -11.3% | +4.1% |
| 3Y | +11.5% | +155.8% | -144.3% | -47.0% |
| 5Y | -37.1% | +120.2% | -157.2% | -67.1% |
| All | +50.8% | +628.7% | -577.9% | -60.1% |
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