+658.0%
GRMN vs ALM
+2,084.7%
-1,426.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +1.7% | -7.2% | +8.8% | +1.8% |
| 30D | +10.2% | -26.4% | +36.5% | +10.8% |
| 3M | -4.7% | -38.6% | +33.9% | -3.9% |
| 6M | +22.3% | -61.0% | +83.3% | +24.3% |
| YTD | +46.7% | -7.4% | +54.0% | +46.3% |
| 1Y | +49.6% | +14.0% | +35.7% | +48.6% |
| 3Y | +165.3% | +844.4% | -679.2% | +152.3% |
| 5Y | +130.3% | +410.8% | -280.5% | +119.8% |
| 10Y | +658.0% | +2,084.7% | -1,426.7% | +633.8% |
| All | +658.0% | +2,084.7% | -1,426.7% | +633.8% |
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