-36.1%
AAL vs GRMN
+77.9%
-114.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | -19.0% | -11.3% | -7.7% | -13.8% |
| 3M | -5.1% | +17.7% | -22.8% | -14.3% |
| 6M | +15.5% | +14.2% | +1.3% | +5.7% |
| YTD | -15.8% | +37.0% | -52.8% | -31.0% |
| 1Y | -0.3% | +17.0% | -17.3% | -11.3% |
| 3Y | -7.7% | +183.2% | -190.8% | -55.2% |
| All | -36.1% | +77.9% | -114.0% | -64.9% |
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 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