+1.3%
SWKS vs GRMN
+161.9%
-160.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.1% |
| 7D | -3.1% | +6.3% | -9.5% | -4.6% |
| 30D | +8.3% | +7.6% | +0.8% | +6.3% |
| 3M | +20.2% | -7.5% | +27.7% | +22.1% |
| 6M | +24.9% | +21.2% | +3.7% | +18.2% |
| YTD | +33.2% | +44.0% | -10.9% | +19.1% |
| 1Y | +23.6% | +44.7% | -21.2% | +10.3% |
| 3Y | +1.3% | +160.5% | -159.3% | -12.5% |
| All | +1.3% | +161.9% | -160.7% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling