+1,068.6%
GRMN vs ALM
+7,705.7%
-6,637.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | 0.0% |
| 7D | -2.9% | -2.6% | -0.3% | -2.9% |
| 30D | -8.4% | +32.0% | -40.4% | -8.5% |
| 3M | +15.0% | -15.0% | +30.0% | +15.0% |
| 6M | +11.2% | -10.1% | +21.3% | +11.2% |
| YTD | +37.7% | +99.4% | -61.7% | +37.4% |
| 1Y | +18.5% | +316.4% | -297.9% | +18.0% |
| 3Y | +175.8% | +2,022.0% | -1,846.2% | +173.3% |
| 5Y | +75.1% | +941.2% | -866.1% | +73.7% |
| 10Y | +637.0% | +2,950.3% | -2,313.3% | +628.4% |
| All | +1,068.6% | +7,705.7% | -6,637.1% | +1,041.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling