+27.6%
SWKS vs GRMN
+634.0%
-606.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +12.5% | -2.9% | +15.4% | +14.2% |
| 30D | +10.5% | -8.4% | +18.9% | +15.9% |
| 3M | -7.4% | +15.0% | -22.4% | -16.0% |
| 6M | +32.7% | +11.2% | +21.5% | +21.7% |
| YTD | +19.2% | +37.7% | -18.5% | -4.6% |
| 1Y | +2.4% | +18.5% | -16.1% | -10.7% |
| 3Y | -25.6% | +175.8% | -201.4% | -66.7% |
| 5Y | -53.4% | +75.1% | -128.5% | -71.3% |
| All | +27.6% | +634.0% | -606.5% | -68.3% |
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 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