+606.4%
WFC vs GRMN
+6,828.2%
-6,221.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +2.5% | -0.9% | +3.4% | +2.8% |
| 30D | +7.0% | +1.2% | +5.8% | +6.4% |
| 3M | -1.8% | -8.9% | +7.2% | +0.8% |
| 6M | +18.4% | +23.0% | -4.6% | +9.1% |
| YTD | -5.6% | +41.2% | -46.8% | -17.2% |
| 1Y | +3.9% | +47.5% | -43.6% | -10.3% |
| 3Y | +126.3% | +155.8% | -29.4% | +58.3% |
| 5Y | +91.1% | +120.2% | -29.1% | +38.9% |
| 10Y | +118.5% | +629.9% | -511.3% | +9.7% |
| All | +606.4% | +6,828.2% | -6,221.8% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling