+597.9%
GRMN vs ALM
+2,100.8%
-1,502.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.7% | -8.8% | -1.3% |
| 7D | -0.9% | +1.2% | -2.1% | -0.9% |
| 30D | +1.2% | -19.3% | +20.5% | +1.6% |
| 3M | -8.9% | -40.6% | +31.7% | -8.1% |
| 6M | +23.0% | -57.9% | +80.9% | +24.9% |
| YTD | +41.2% | -6.7% | +47.9% | +40.8% |
| 1Y | +47.5% | +20.2% | +27.3% | +46.3% |
| 3Y | +155.8% | +879.4% | -723.7% | +143.0% |
| 5Y | +120.2% | +415.3% | -295.1% | +110.0% |
| All | +597.9% | +2,100.8% | -1,502.9% | +574.2% |
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