+1,554.6%
APD vs GRMN
+6,655.2%
-5,100.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.2% | -2.9% | +0.6% | -1.5% |
| 30D | +2.1% | -8.4% | +10.5% | +4.5% |
| 3M | +7.2% | +15.0% | -7.8% | +2.7% |
| 6M | +11.2% | +11.2% | 0.0% | +7.1% |
| YTD | +24.4% | +37.7% | -13.3% | +12.7% |
| 1Y | +6.7% | +18.5% | -11.8% | +0.4% |
| 3Y | +9.2% | +175.8% | -166.6% | -20.4% |
| 5Y | +27.4% | +75.1% | -47.7% | +3.7% |
| 10Y | +164.8% | +637.0% | -472.2% | +48.8% |
| All | +1,554.6% | +6,655.2% | -5,100.6% | +440.8% |
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