+119.3%
GRMN vs ALLY
-7.6%
+126.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.3% |
| 7D | +4.7% | +0.9% | +3.8% | +4.4% |
| 30D | +3.4% | +3.1% | +0.3% | +2.4% |
| 3M | -5.0% | -12.6% | +7.5% | -0.8% |
| 6M | +18.6% | -12.4% | +31.0% | +23.3% |
| YTD | +42.5% | -13.2% | +55.6% | +48.1% |
| 1Y | +42.3% | +1.8% | +40.5% | +40.2% |
| 3Y | +158.5% | +58.0% | +100.5% | +118.4% |
| All | +119.3% | -7.6% | +126.9% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling