-65.2%
AAL vs GRMN
+646.1%
-711.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.9% | -1.8% | +0.9% | +0.1% |
| 30D | -16.0% | -12.1% | -3.9% | -9.2% |
| 3M | -4.2% | +18.0% | -22.2% | -14.9% |
| 6M | +15.7% | +13.7% | +1.9% | +4.8% |
| YTD | -16.2% | +35.3% | -51.5% | -32.5% |
| 1Y | +0.2% | +17.2% | -17.0% | -12.5% |
| 3Y | -8.1% | +179.6% | -187.7% | -57.7% |
| 5Y | -32.2% | +75.6% | -107.7% | -57.7% |
| All | -65.2% | +646.1% | -711.3% | -90.3% |
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 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