-42.5%
ALB vs GRMN
+76.7%
-119.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.9% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | -1.2% | -11.3% | +10.2% | +5.0% |
| 3M | -13.3% | +17.7% | -31.0% | -21.6% |
| 6M | -19.8% | +14.2% | -33.9% | -26.4% |
| YTD | -7.9% | +37.0% | -45.0% | -24.1% |
| 1Y | +60.2% | +17.0% | +43.2% | +43.1% |
| 3Y | -26.4% | +183.2% | -209.6% | -65.4% |
| 5Y | -42.5% | +77.3% | -119.8% | -64.9% |
| All | -42.5% | +76.7% | -119.2% | -64.9% |
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