+651.6%
GRMN vs ALLY
+182.8%
+468.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -0.4% |
| 7D | +6.3% | -0.7% | +7.0% | +6.6% |
| 30D | +7.6% | +1.1% | +6.4% | +7.2% |
| 3M | -7.5% | -13.2% | +5.7% | -3.5% |
| 6M | +21.2% | -13.5% | +34.7% | +26.2% |
| YTD | +44.0% | -14.3% | +58.3% | +49.9% |
| 1Y | +44.7% | -1.1% | +45.9% | +44.2% |
| 3Y | +160.5% | +62.0% | +98.5% | +120.9% |
| 5Y | +124.6% | -9.6% | +134.3% | +117.1% |
| 10Y | +651.6% | +176.0% | +475.7% | +360.9% |
| All | +651.6% | +182.8% | +468.8% | +360.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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