+17.0%
GRMN vs ALK
-35.5%
+52.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -11.3% | -18.5% | +7.1% | -8.2% |
| 3M | +17.7% | -3.6% | +21.3% | +16.6% |
| 6M | +14.2% | -3.7% | +17.9% | +11.5% |
| YTD | +37.0% | -19.0% | +56.0% | +37.3% |
| 1Y | +17.0% | -36.0% | +53.0% | +15.5% |
| All | +17.0% | -35.5% | +52.5% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling