+197.1%
ABT vs GRMN
+674.8%
-477.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.2% | -2.5% |
| 7D | -5.9% | +2.0% | -7.9% | -6.5% |
| 30D | -8.1% | -8.8% | +0.7% | -5.5% |
| 3M | +14.5% | +19.0% | -4.5% | +7.8% |
| 6M | -6.3% | +20.7% | -27.0% | -12.5% |
| YTD | -17.1% | +40.5% | -57.6% | -26.7% |
| 1Y | -21.4% | +19.1% | -40.5% | -26.9% |
| 3Y | +5.9% | +182.7% | -176.8% | -34.1% |
| 5Y | -12.8% | +82.3% | -95.1% | -35.3% |
| All | +197.1% | +674.8% | -477.6% | +21.3% |
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