+653.7%
GRMN vs ALK
-38.7%
+692.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.3% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -11.3% | -18.5% | +7.1% | -7.0% |
| 3M | +17.7% | -3.6% | +21.3% | +17.4% |
| 6M | +14.2% | -3.7% | +17.9% | +13.0% |
| YTD | +37.0% | -19.0% | +56.0% | +40.6% |
| 1Y | +17.0% | -36.0% | +53.0% | +26.8% |
| 3Y | +183.2% | +2.3% | +180.9% | +164.8% |
| 5Y | +77.3% | -27.8% | +105.0% | +76.3% |
| All | +653.7% | -38.7% | +692.4% | +572.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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