+776.9%
GRMN vs ALLY
+124.8%
+652.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -2.9% | +3.7% | -6.5% | -3.9% |
| 30D | -8.4% | -2.3% | -6.2% | -7.8% |
| 3M | +15.0% | +3.8% | +11.2% | +13.4% |
| 6M | +11.2% | +9.7% | +1.5% | +7.6% |
| YTD | +37.7% | -1.4% | +39.1% | +37.5% |
| 1Y | +18.5% | +8.2% | +10.2% | +14.7% |
| 3Y | +175.8% | +66.5% | +109.3% | +130.7% |
| 5Y | +75.1% | +1.2% | +73.9% | +63.1% |
| 10Y | +637.0% | +191.4% | +445.6% | +356.4% |
| All | +776.9% | +124.8% | +652.0% | +474.2% |
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