+838.3%
ABT vs GRMN
+6,655.2%
-5,816.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -3.7% | -2.9% | -0.8% | -3.3% |
| 30D | +2.5% | -8.4% | +10.9% | +3.8% |
| 3M | +20.2% | +15.0% | +5.2% | +17.4% |
| 6M | -2.9% | +11.2% | -14.1% | -4.9% |
| YTD | -11.9% | +37.7% | -49.6% | -16.6% |
| 1Y | -16.5% | +18.5% | -35.0% | -19.3% |
| 3Y | +12.1% | +175.8% | -163.7% | -6.5% |
| 5Y | -7.4% | +75.1% | -82.5% | -17.9% |
| 10Y | +210.7% | +637.0% | -426.3% | +128.1% |
| All | +838.3% | +6,655.2% | -5,816.9% | +435.6% |
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