+5.6%
APD vs GRMN
+15.7%
-10.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.7% |
| 7D | -4.6% | -1.4% | -3.2% | -4.4% |
| 30D | -4.2% | -13.1% | +8.9% | -2.6% |
| 3M | +5.0% | +14.9% | -10.0% | +2.9% |
| 6M | +8.9% | +13.1% | -4.2% | +6.7% |
| YTD | +21.9% | +35.3% | -13.4% | +14.8% |
| 1Y | +5.6% | +16.0% | -10.4% | +2.9% |
| All | +5.6% | +15.7% | -10.2% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling