+33.0%
ALB vs GRMN
+655.8%
-622.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.2% | -3.6% |
| 7D | +5.3% | +6.3% | -1.1% | +1.5% |
| 30D | -6.3% | +7.6% | -13.8% | -10.5% |
| 3M | -27.4% | -7.5% | -19.9% | -24.6% |
| 6M | -53.1% | +21.2% | -74.3% | -59.2% |
| YTD | -32.3% | +44.0% | -76.4% | -47.7% |
| 1Y | -7.3% | +44.7% | -52.0% | -28.8% |
| 3Y | -14.9% | +160.5% | -175.5% | -59.2% |
| 5Y | -62.0% | +124.6% | -186.7% | -80.1% |
| 10Y | +33.0% | +651.6% | -618.6% | -58.8% |
| All | +33.0% | +655.8% | -622.7% | -58.8% |
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