+1,574.2%
APD vs GRMN
+6,890.4%
-5,316.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -3.7% | +4.7% | -8.4% | -4.9% |
| 30D | +9.6% | +3.4% | +6.2% | +8.5% |
| 3M | +1.6% | -5.0% | +6.7% | +2.8% |
| 6M | +2.2% | +18.6% | -16.4% | -3.2% |
| YTD | +25.9% | +42.5% | -16.6% | +12.7% |
| 1Y | +20.1% | +42.3% | -22.2% | +7.6% |
| 3Y | +12.4% | +158.5% | -146.1% | -16.7% |
| 5Y | +11.1% | +123.6% | -112.4% | -15.2% |
| 10Y | +190.1% | +682.5% | -492.4% | +60.3% |
| All | +1,574.2% | +6,890.4% | -5,316.2% | +441.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling