-23.0%
AA vs GRMN
+6,905.4%
-6,928.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.3% |
| 7D | +5.3% | -0.1% | +5.4% | +5.4% |
| 30D | -2.3% | +3.5% | -5.8% | -3.9% |
| 3M | -20.8% | -7.3% | -13.5% | -18.6% |
| 6M | -39.8% | +21.8% | -61.6% | -45.7% |
| YTD | -23.3% | +42.8% | -66.1% | -36.0% |
| 1Y | +1.8% | +46.5% | -44.6% | -15.9% |
| 3Y | +69.5% | +158.3% | -88.7% | +6.0% |
| 5Y | -18.0% | +122.6% | -140.6% | -45.3% |
| 10Y | +45.7% | +638.0% | -592.4% | -37.4% |
| All | -23.0% | +6,905.4% | -6,928.3% | -84.3% |
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