+605.7%
GRMN vs ALM
+1,942.8%
-1,337.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -2.5% |
| 7D | -0.1% | -4.0% | +3.9% | 0.0% |
| 30D | +3.5% | -30.5% | +34.0% | +4.3% |
| 3M | -7.3% | -46.9% | +39.6% | -6.2% |
| 6M | +21.8% | -65.5% | +87.3% | +24.2% |
| YTD | +42.8% | -13.4% | +56.2% | +42.6% |
| 1Y | +46.5% | +9.8% | +36.7% | +45.5% |
| 3Y | +158.3% | +783.1% | -624.8% | +146.0% |
| 5Y | +122.6% | +378.3% | -255.7% | +112.7% |
| All | +605.7% | +1,942.8% | -1,337.2% | +582.8% |
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