+124.6%
GRMN vs ALM
+395.6%
-271.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.2% | +6.2% | -0.8% |
| 7D | +6.3% | -6.3% | +12.7% | +6.5% |
| 30D | +7.6% | -31.4% | +39.0% | +8.7% |
| 3M | -7.5% | -40.6% | +33.1% | -6.2% |
| 6M | +21.2% | -58.6% | +79.9% | +24.1% |
| YTD | +44.0% | -7.6% | +51.6% | +43.5% |
| 1Y | +44.7% | +13.8% | +30.9% | +43.2% |
| 3Y | +160.5% | +842.1% | -681.6% | +141.2% |
| 5Y | +124.6% | +407.4% | -282.8% | +109.8% |
| All | +124.6% | +395.6% | -271.0% | +109.8% |
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 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