+77.3%
GRMN vs ALM
+1,033.0%
-955.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.8% | -9.3% | -0.8% |
| 7D | +0.2% | +8.4% | -8.2% | -0.1% |
| 30D | -11.3% | +34.8% | -46.2% | -12.3% |
| 3M | +17.7% | +16.2% | +1.5% | +16.8% |
| 6M | +14.2% | +2.1% | +12.0% | +13.4% |
| YTD | +37.0% | +117.0% | -80.0% | +33.0% |
| 1Y | +17.0% | +313.9% | -296.9% | +11.2% |
| 3Y | +183.2% | +2,327.9% | -2,144.7% | +152.3% |
| 5Y | +77.3% | +1,040.6% | -963.4% | +60.1% |
| All | +77.3% | +1,033.0% | -955.8% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling