-44.0%
ACHR vs GRMN
+167.3%
-211.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.5% | -0.2% |
| 7D | -2.3% | +2.0% | -4.3% | -3.6% |
| 30D | -11.3% | -8.8% | -2.5% | -5.6% |
| 3M | +5.3% | +19.0% | -13.7% | -9.1% |
| 6M | -13.2% | +20.7% | -33.9% | -25.9% |
| YTD | -25.8% | +40.5% | -66.3% | -43.8% |
| 1Y | -34.3% | +19.1% | -53.4% | -44.1% |
| 3Y | -19.9% | +182.7% | -202.6% | -67.9% |
| 5Y | -42.7% | +82.3% | -125.0% | -70.4% |
| All | -44.0% | +167.3% | -211.3% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling