+7.5%
AMCR vs GRMN
+179.1%
-171.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -5.0% | -1.8% | -3.2% | -4.5% |
| 30D | -8.0% | -12.1% | +4.1% | -4.9% |
| 3M | +14.3% | +18.0% | -3.7% | +8.5% |
| 6M | +5.3% | +13.7% | -8.4% | +1.1% |
| YTD | +7.7% | +35.3% | -27.6% | -1.1% |
| 1Y | +10.8% | +17.2% | -6.4% | +5.2% |
| All | +7.5% | +179.1% | -171.6% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling