+77.3%
GRMN vs ALK
-28.9%
+106.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.7% |
| 3M | +17.7% | -3.6% | +21.3% | +17.2% |
| 6M | +14.2% | -3.7% | +17.9% | +12.6% |
| YTD | +37.0% | -19.0% | +56.0% | +40.7% |
| 1Y | +17.0% | -36.0% | +53.0% | +27.9% |
| 3Y | +183.2% | +2.3% | +180.9% | +161.3% |
| 5Y | +77.3% | -27.8% | +105.0% | +72.8% |
| All | +77.3% | -28.9% | +106.1% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling