+785.3%
GRMN vs ALLE
+327.3%
+458.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +4.7% | -0.6% | +5.3% | +5.0% |
| 30D | +3.4% | +25.3% | -21.9% | -7.1% |
| 3M | -5.0% | +10.3% | -15.3% | -9.6% |
| 6M | +18.6% | +38.0% | -19.5% | +1.0% |
| YTD | +42.5% | +17.8% | +24.7% | +29.9% |
| 1Y | +42.3% | +13.6% | +28.7% | +31.8% |
| 3Y | +158.5% | +89.2% | +69.3% | +85.2% |
| 5Y | +123.6% | +51.1% | +72.5% | +74.9% |
| 10Y | +682.5% | +228.1% | +454.4% | +329.2% |
| All | +785.3% | +327.3% | +458.0% | +346.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling