+75.0%
GRMN vs ALC
-17.4%
+92.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | -1.4% | -5.3% | +3.9% | +0.8% |
| 30D | -13.1% | -7.1% | -6.0% | -10.5% |
| 3M | +14.9% | +0.8% | +14.2% | +14.4% |
| 6M | +13.1% | -16.0% | +29.1% | +20.6% |
| YTD | +35.3% | -12.7% | +48.0% | +41.7% |
| 1Y | +16.0% | -12.8% | +28.8% | +21.3% |
| 3Y | +179.6% | -15.8% | +195.4% | +191.3% |
| 5Y | +75.0% | -16.7% | +91.7% | +79.2% |
| All | +75.0% | -17.4% | +92.4% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling