+117.1%
AA vs GRMN
+646.1%
-528.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -5.4% | -1.8% | -3.6% | -4.3% |
| 30D | -10.7% | -12.1% | +1.4% | -2.9% |
| 3M | -26.2% | +18.0% | -44.2% | -35.7% |
| 6M | -20.9% | +13.7% | -34.7% | -29.8% |
| YTD | -8.6% | +35.3% | -43.9% | -29.1% |
| 1Y | +57.4% | +17.2% | +40.1% | +34.7% |
| 3Y | +77.8% | +179.6% | -101.8% | -31.2% |
| 5Y | +2.7% | +75.6% | -72.9% | -41.4% |
| All | +117.1% | +646.1% | -528.9% | -56.2% |
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