+293.3%
GRMN vs ALC
+27.5%
+265.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.8% |
| 7D | +1.7% | -6.3% | +7.9% | +4.5% |
| 30D | +10.2% | +12.6% | -2.4% | +4.6% |
| 3M | -4.7% | -3.8% | -0.9% | -3.4% |
| 6M | +22.3% | +16.8% | +5.4% | +13.8% |
| YTD | +46.7% | -7.6% | +54.3% | +49.8% |
| 1Y | +49.6% | -5.9% | +55.5% | +51.4% |
| 3Y | +165.3% | +0.6% | +164.7% | +154.6% |
| 5Y | +130.3% | -9.5% | +139.8% | +127.8% |
| All | +293.3% | +27.5% | +265.8% | +208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling