+32.1%
SWKS vs GRMN
+668.8%
-636.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -6.2% | +4.7% | -10.9% | -8.7% |
| 30D | -1.5% | +3.4% | -4.9% | -3.7% |
| 3M | +23.0% | -5.0% | +28.0% | +25.7% |
| 6M | +27.6% | +18.6% | +9.0% | +13.2% |
| YTD | +32.3% | +42.5% | -10.2% | +3.5% |
| 1Y | +20.1% | +42.3% | -22.2% | -6.0% |
| 3Y | +0.6% | +158.5% | -157.8% | -52.2% |
| 5Y | -42.3% | +123.6% | -165.9% | -70.0% |
| All | +32.1% | +668.8% | -636.6% | -65.4% |
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