+184.7%
GRMN vs ALK
+4.2%
+180.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | -8.4% | -19.2% | +10.8% | -3.9% |
| 3M | +15.0% | -1.5% | +16.5% | +13.9% |
| 6M | +11.2% | -13.1% | +24.3% | +12.6% |
| YTD | +37.7% | -16.4% | +54.1% | +39.8% |
| 1Y | +18.5% | -33.1% | +51.5% | +27.0% |
| All | +184.7% | +4.2% | +180.5% | +182.7% |
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