+158.5%
GRMN vs ALK
+16.0%
+142.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +4.7% | +9.0% | -4.3% | +2.5% |
| 30D | +3.4% | -1.6% | +5.0% | +3.6% |
| 3M | -5.0% | -23.2% | +18.1% | +0.6% |
| 6M | +18.6% | -3.9% | +22.5% | +17.1% |
| YTD | +42.5% | -22.6% | +65.1% | +46.8% |
| 1Y | +42.3% | -5.3% | +47.6% | +38.3% |
| 3Y | +158.5% | +18.6% | +139.9% | +146.4% |
| All | +158.5% | +16.0% | +142.5% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling