-7.4%
ABT vs GRMN
+119.5%
-126.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | -1.3% | -0.9% | -0.4% | -1.1% |
| 30D | +6.0% | +1.2% | +4.9% | +5.7% |
| 3M | -1.9% | -8.9% | +7.0% | -0.2% |
| 6M | +31.2% | +23.0% | +8.2% | +24.9% |
| YTD | -11.2% | +41.2% | -52.5% | -18.3% |
| 1Y | -14.0% | +47.5% | -61.5% | -21.6% |
| 3Y | +20.7% | +155.8% | -135.1% | -13.6% |
| All | -7.4% | +119.5% | -126.9% | -33.4% |
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