+134.5%
AFL vs GRMN
+73.8%
+60.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.3% | -1.8% | -1.5% | -3.0% |
| 30D | -5.0% | -12.1% | +7.1% | -2.7% |
| 3M | -1.8% | +18.0% | -19.8% | -5.3% |
| 6M | +4.8% | +13.7% | -8.9% | +1.5% |
| YTD | +5.4% | +35.3% | -29.9% | -1.9% |
| 1Y | +9.0% | +17.2% | -8.3% | +4.3% |
| 3Y | +63.0% | +179.6% | -116.6% | +17.6% |
| 5Y | +134.5% | +75.6% | +58.9% | +82.1% |
| All | +134.5% | +73.8% | +60.7% | +82.1% |
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 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