-5.1%
AA vs GRMN
+6,655.2%
-6,660.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.1% |
| 7D | -0.7% | -2.9% | +2.2% | +0.5% |
| 30D | +5.0% | -8.4% | +13.4% | +9.0% |
| 3M | -35.8% | +15.0% | -50.8% | -40.4% |
| 6M | -18.4% | +11.2% | -29.6% | -23.4% |
| YTD | -5.5% | +37.7% | -43.2% | -19.5% |
| 1Y | +61.0% | +18.5% | +42.5% | +46.1% |
| 3Y | +66.2% | +175.8% | -109.6% | +1.2% |
| 5Y | +11.4% | +75.1% | -63.7% | -17.7% |
| 10Y | +116.9% | +637.0% | -520.2% | -6.1% |
| All | -5.1% | +6,655.2% | -6,660.3% | -80.2% |
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 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