+236.1%
ALNY vs GRMN
+677.8%
-441.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.8% | -1.1% |
| 7D | -6.5% | +2.4% | -9.0% | -7.4% |
| 30D | +11.0% | -8.5% | +19.5% | +14.6% |
| 3M | -14.1% | +19.5% | -33.5% | -20.5% |
| 6M | -22.4% | +21.2% | -43.6% | -28.8% |
| YTD | -37.5% | +41.0% | -78.5% | -46.1% |
| 1Y | -46.9% | +19.6% | -66.5% | -51.6% |
| 3Y | +22.1% | +183.8% | -161.7% | -29.4% |
| 5Y | +31.2% | +83.0% | -51.8% | -8.5% |
| All | +236.1% | +677.8% | -441.7% | -20.2% |
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