-20.4%
AA vs GRMN
+7,042.9%
-7,063.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.2% | +3.6% | +4.8% |
| 7D | +4.8% | +6.4% | -1.6% | +2.1% |
| 30D | -0.6% | +8.7% | -9.4% | -4.4% |
| 3M | -16.3% | -5.8% | -10.5% | -14.6% |
| 6M | -33.4% | +22.5% | -56.0% | -40.1% |
| YTD | -20.7% | +45.6% | -66.3% | -34.4% |
| 1Y | +12.9% | +47.5% | -34.5% | -7.0% |
| 3Y | +75.7% | +166.2% | -90.5% | +8.4% |
| 5Y | -6.8% | +124.1% | -130.9% | -38.1% |
| 10Y | +53.6% | +668.0% | -614.4% | -35.0% |
| All | -20.4% | +7,042.9% | -7,063.3% | -83.9% |
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