+807.4%
GRMN vs ALLY
+98.1%
+709.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | +4.7% | +0.9% | +3.8% | +4.5% |
| 30D | +3.4% | +3.1% | +0.3% | +2.5% |
| 3M | -5.0% | -12.6% | +7.5% | -1.2% |
| 6M | +18.6% | -12.4% | +31.0% | +23.0% |
| YTD | +42.5% | -13.2% | +55.6% | +47.7% |
| 1Y | +42.3% | +1.8% | +40.5% | +40.5% |
| 3Y | +158.5% | +58.0% | +100.5% | +120.3% |
| 5Y | +123.6% | -8.4% | +132.0% | +115.1% |
| 10Y | +682.5% | +195.3% | +487.2% | +382.3% |
| All | +807.4% | +98.1% | +709.3% | +517.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling