+883.4%
APH vs GRMN
+668.8%
+214.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.2% |
| 7D | -5.9% | +4.7% | -10.7% | -8.1% |
| 30D | -14.8% | +3.4% | -18.2% | -16.7% |
| 3M | -12.4% | -5.0% | -7.4% | -11.0% |
| 6M | +8.1% | +18.6% | -10.5% | -1.8% |
| YTD | +10.9% | +42.5% | -31.5% | -8.1% |
| 1Y | +8.8% | +42.3% | -33.5% | -10.0% |
| 3Y | +262.1% | +158.5% | +103.6% | +103.9% |
| 5Y | +283.1% | +123.6% | +159.6% | +129.9% |
| All | +883.4% | +668.8% | +214.6% | +247.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling