+49.6%
GRMN vs ALM
+14.6%
+35.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +1.7% | -7.2% | +8.8% | +1.9% |
| 30D | +10.2% | -26.4% | +36.5% | +11.4% |
| 3M | -4.7% | -38.6% | +33.9% | -3.2% |
| 6M | +22.3% | -61.0% | +83.3% | +28.0% |
| YTD | +46.7% | -7.4% | +54.0% | +49.5% |
| 1Y | +49.6% | +14.0% | +35.7% | +52.9% |
| All | +49.6% | +14.6% | +35.0% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling