+100.5%
WMB vs GRMN
+160.2%
-59.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -13.8% | +4.7% | -18.5% | -14.2% |
| 30D | -10.3% | +3.4% | -13.7% | -10.7% |
| 3M | -10.1% | -5.0% | -5.0% | -9.7% |
| 6M | -11.8% | +18.6% | -30.4% | -14.0% |
| YTD | +8.9% | +42.5% | -33.5% | +3.0% |
| 1Y | +14.0% | +42.3% | -28.3% | +7.7% |
| 3Y | +100.5% | +158.5% | -57.9% | +68.7% |
| All | +100.5% | +160.2% | -59.7% | +68.7% |
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