+818.6%
WMT vs GRMN
+6,622.3%
-5,803.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | -5.0% | -11.3% | +6.4% | -3.6% |
| 3M | -11.3% | +17.7% | -29.0% | -13.2% |
| 6M | -13.8% | +14.2% | -28.0% | -15.5% |
| YTD | -4.2% | +37.0% | -41.2% | -8.4% |
| 1Y | +4.6% | +17.0% | -12.4% | +1.8% |
| 3Y | +100.5% | +183.2% | -82.7% | +73.1% |
| 5Y | +129.7% | +77.3% | +52.4% | +108.4% |
| 10Y | +423.4% | +630.9% | -207.5% | +300.9% |
| All | +818.6% | +6,622.3% | -5,803.7% | +446.8% |
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