+1,031.3%
AFL vs GRMN
+6,622.3%
-5,591.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.6% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -7.1% | -11.3% | +4.2% | -4.0% |
| 3M | +0.4% | +17.7% | -17.3% | -4.8% |
| 6M | +4.5% | +14.2% | -9.6% | -0.4% |
| YTD | +6.1% | +37.0% | -31.0% | -4.5% |
| 1Y | +10.6% | +17.0% | -6.4% | +3.6% |
| 3Y | +64.0% | +183.2% | -119.2% | +15.1% |
| 5Y | +133.7% | +77.3% | +56.5% | +85.6% |
| 10Y | +298.0% | +630.9% | -332.9% | +111.6% |
| All | +1,031.3% | +6,622.3% | -5,591.0% | +262.5% |
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