+73.2%
APA vs GRMN
+122.3%
-49.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.8% |
| 7D | -8.7% | +6.4% | -15.1% | -10.6% |
| 30D | -2.4% | +8.7% | -11.1% | -5.3% |
| 3M | +19.0% | -5.8% | +24.8% | +20.7% |
| 6M | +26.8% | +22.5% | +4.3% | +16.7% |
| YTD | +87.3% | +45.6% | +41.7% | +58.6% |
| 1Y | +92.3% | +47.5% | +44.8% | +61.8% |
| 3Y | +37.3% | +166.2% | -129.0% | -11.4% |
| 5Y | +73.2% | +124.1% | -50.9% | +42.2% |
| All | +73.2% | +122.3% | -49.1% | +42.2% |
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 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