+90.5%
AA vs GRMN
+182.7%
-92.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | +3.3% | -11.3% | +14.7% | +7.7% |
| 3M | -29.4% | +17.7% | -47.1% | -34.3% |
| 6M | -12.8% | +14.2% | -27.0% | -18.1% |
| YTD | -2.1% | +37.0% | -39.2% | -15.0% |
| 1Y | +62.8% | +17.0% | +45.8% | +50.5% |
| 3Y | +90.5% | +183.2% | -92.7% | +20.6% |
| All | +90.5% | +182.7% | -92.2% | +20.6% |
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 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