-42.5%
ACI vs GRMN
+126.9%
-169.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.5% |
| 7D | -5.3% | +1.7% | -7.0% | -5.5% |
| 30D | +5.0% | +10.2% | -5.1% | +4.1% |
| 3M | +7.5% | -4.7% | +12.2% | +7.9% |
| 6M | -16.0% | +22.3% | -38.3% | -17.7% |
| YTD | -20.6% | +46.7% | -67.3% | -23.8% |
| 1Y | -23.5% | +49.6% | -73.2% | -26.7% |
| 3Y | -32.1% | +165.3% | -197.4% | -42.3% |
| 5Y | -42.5% | +130.3% | -172.8% | -52.8% |
| All | -42.5% | +126.9% | -169.4% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling