+1,351.1%
ABBV vs GRMN
+947.5%
+403.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.5% | +0.4% |
| 7D | +2.2% | -0.1% | +2.2% | +2.2% |
| 30D | +8.0% | +3.5% | +4.4% | +7.0% |
| 3M | +19.1% | -7.3% | +26.4% | +20.9% |
| 6M | +43.5% | +21.8% | +21.8% | +35.7% |
| YTD | +32.7% | +42.8% | -10.1% | +19.8% |
| 1Y | +30.0% | +46.5% | -16.4% | +16.5% |
| 3Y | +134.7% | +158.3% | -23.5% | +75.7% |
| 5Y | +200.6% | +122.6% | +78.0% | +131.2% |
| 10Y | +601.3% | +638.0% | -36.7% | +278.4% |
| All | +1,351.1% | +947.5% | +403.6% | +599.1% |
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