+637.6%
GRMN vs ALM
+2,776.7%
-2,139.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.6% | +9.6% | +0.2% |
| 7D | -1.8% | -7.1% | +5.3% | -1.7% |
| 30D | -12.1% | +24.7% | -36.8% | -12.6% |
| 3M | +18.0% | +8.3% | +9.7% | +17.5% |
| 6M | +13.7% | -22.2% | +35.9% | +13.9% |
| YTD | +35.3% | +88.1% | -52.8% | +33.0% |
| 1Y | +17.2% | +272.4% | -255.1% | +13.6% |
| 3Y | +179.6% | +2,004.1% | -1,824.5% | +160.9% |
| 5Y | +75.6% | +915.8% | -840.2% | +64.9% |
| All | +637.6% | +2,776.7% | -2,139.1% | +592.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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