+755.5%
GRMN vs ALLE
+260.9%
+494.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | -2.9% | -0.2% | -2.6% | -2.8% |
| 30D | -8.4% | -6.8% | -1.6% | -5.5% |
| 3M | +15.0% | +21.0% | -6.0% | +4.4% |
| 6M | +11.2% | +1.1% | +10.1% | +9.8% |
| YTD | +37.7% | -0.5% | +38.2% | +36.2% |
| 1Y | +18.5% | -7.3% | +25.7% | +21.0% |
| 3Y | +175.8% | +42.3% | +133.5% | +126.4% |
| 5Y | +75.1% | +13.5% | +61.6% | +56.5% |
| 10Y | +637.0% | +144.0% | +493.0% | +361.2% |
| All | +755.5% | +260.9% | +494.7% | +367.7% |
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