+143.3%
WFC vs GRMN
+646.0%
-502.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.5% |
| 7D | +0.4% | -1.4% | +1.8% | +1.1% |
| 30D | +2.5% | -13.1% | +15.5% | +8.8% |
| 3M | +10.0% | +14.9% | -5.0% | +1.7% |
| 6M | +15.1% | +13.1% | +2.0% | +6.8% |
| YTD | -2.2% | +35.3% | -37.5% | -17.0% |
| 1Y | +13.5% | +16.0% | -2.5% | +2.7% |
| 3Y | +135.2% | +179.6% | -44.4% | +25.7% |
| 5Y | +128.3% | +75.0% | +53.3% | +58.6% |
| All | +143.3% | +646.0% | -502.7% | -21.6% |
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