+227.1%
ACWI vs GRMN
+665.4%
-438.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.7% | +0.5% |
| 7D | -0.7% | +1.7% | -2.3% | -1.2% |
| 30D | -2.0% | +10.2% | -12.2% | -5.4% |
| 3M | -2.2% | -4.7% | +2.6% | -0.8% |
| 6M | +1.9% | +22.3% | -20.4% | -6.4% |
| YTD | +12.0% | +46.7% | -34.7% | -4.4% |
| 1Y | +12.5% | +49.6% | -37.1% | -4.8% |
| 3Y | +75.4% | +165.3% | -89.9% | +10.0% |
| 5Y | +61.5% | +130.3% | -68.8% | +5.8% |
| 10Y | +227.1% | +658.0% | -430.9% | +38.2% |
| All | +227.1% | +665.4% | -438.2% | +38.2% |
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