+5,547.4%
GRMN vs ALK
+608.3%
+4,939.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.1% | -4.9% | +0.4% |
| 7D | +6.4% | +8.9% | -2.5% | +4.1% |
| 30D | +8.7% | +5.9% | +2.8% | +6.8% |
| 3M | -5.8% | -16.5% | +10.8% | -1.9% |
| 6M | +22.5% | +2.1% | +20.4% | +19.8% |
| YTD | +45.6% | -17.1% | +62.7% | +48.3% |
| 1Y | +47.5% | -2.9% | +50.3% | +43.9% |
| 3Y | +166.2% | +24.5% | +141.8% | +135.4% |
| 5Y | +124.1% | -29.1% | +153.2% | +124.0% |
| 10Y | +668.0% | -39.1% | +707.2% | +617.2% |
| All | +5,547.4% | +608.3% | +4,939.1% | +1,968.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling