-44.0%
ACI vs GRMN
+75.7%
-119.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.3% |
| 7D | -5.0% | -1.4% | -3.6% | -4.9% |
| 30D | -2.3% | -13.1% | +10.8% | -1.0% |
| 3M | -23.2% | +14.9% | -38.1% | -24.2% |
| 6M | -29.5% | +13.1% | -42.6% | -30.4% |
| YTD | -28.6% | +35.3% | -63.9% | -30.8% |
| 1Y | -34.0% | +16.0% | -50.0% | -35.2% |
| 3Y | -45.0% | +179.6% | -224.6% | -53.8% |
| 5Y | -44.0% | +75.0% | -119.0% | -50.8% |
| All | -44.0% | +75.7% | -119.7% | -50.8% |
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