+630.9%
GRMN vs ALLE
+148.2%
+482.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +0.2% | +2.8% | -2.6% | -1.1% |
| 30D | -11.3% | -7.6% | -3.7% | -8.0% |
| 3M | +17.7% | +22.8% | -5.1% | +5.8% |
| 6M | +14.2% | +4.6% | +9.6% | +10.8% |
| YTD | +37.0% | -1.2% | +38.2% | +35.9% |
| 1Y | +17.0% | -9.1% | +26.1% | +20.7% |
| 3Y | +183.2% | +50.0% | +133.2% | +124.8% |
| 5Y | +77.3% | +15.2% | +62.0% | +56.6% |
| 10Y | +630.9% | +151.1% | +479.8% | +361.6% |
| All | +630.9% | +148.2% | +482.7% | +361.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling