+38.6%
ALB vs GRMN
+628.7%
-590.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.7% |
| 7D | -5.8% | -0.9% | -4.9% | -5.3% |
| 30D | -4.5% | +1.2% | -5.7% | -5.5% |
| 3M | -28.1% | -8.9% | -19.2% | -24.6% |
| 6M | -53.2% | +23.0% | -76.2% | -59.7% |
| YTD | -33.3% | +41.2% | -74.5% | -48.0% |
| 1Y | -17.4% | +47.5% | -64.9% | -37.5% |
| 3Y | -14.1% | +155.8% | -169.9% | -58.7% |
| 5Y | -64.0% | +120.2% | -184.2% | -81.0% |
| All | +38.6% | +628.7% | -590.1% | -57.4% |
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 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