+262.8%
GRMN vs ALC
+17.1%
+245.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +1.2% |
| 7D | -1.8% | -7.7% | +5.9% | +1.6% |
| 30D | -12.1% | -11.7% | -0.4% | -7.3% |
| 3M | +18.0% | +0.7% | +17.3% | +17.4% |
| 6M | +13.7% | -17.1% | +30.8% | +22.2% |
| YTD | +35.3% | -15.1% | +50.4% | +43.7% |
| 1Y | +17.2% | -14.1% | +31.4% | +23.5% |
| 3Y | +179.6% | -18.2% | +197.8% | +195.1% |
| 5Y | +75.6% | -19.2% | +94.7% | +82.6% |
| All | +262.8% | +17.1% | +245.7% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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