-35.2%
AAL vs GRMN
+119.5%
-154.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.5% |
| 7D | -0.1% | -0.9% | +0.8% | +0.5% |
| 30D | +11.7% | +1.2% | +10.5% | +11.1% |
| 3M | -12.5% | -8.9% | -3.6% | -8.2% |
| 6M | +3.6% | +23.0% | -19.4% | -9.2% |
| YTD | -14.1% | +41.2% | -55.3% | -31.3% |
| 1Y | +0.8% | +47.5% | -46.7% | -21.5% |
| 3Y | +11.8% | +155.8% | -144.0% | -43.5% |
| All | -35.2% | +119.5% | -154.7% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling