+172.2%
GRMN vs ALM
+2,150.5%
-1,978.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.9% | -1.1% |
| 7D | -1.4% | +3.6% | -5.0% | -1.5% |
| 30D | -13.1% | +33.8% | -46.9% | -13.9% |
| 3M | +14.9% | +14.8% | +0.2% | +14.2% |
| 6M | +13.1% | -7.0% | +20.1% | +12.8% |
| YTD | +35.3% | +108.1% | -72.8% | +32.1% |
| 1Y | +16.0% | +313.8% | -297.8% | +11.3% |
| All | +172.2% | +2,150.5% | -1,978.3% | +151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling