+214.0%
ACWI vs GRMN
+676.1%
-462.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.4% | +4.7% | -7.1% | -3.9% |
| 30D | -5.2% | +3.4% | -8.6% | -6.5% |
| 3M | -4.8% | -5.0% | +0.2% | -3.5% |
| 6M | -1.3% | +18.6% | -19.9% | -8.4% |
| YTD | +8.4% | +42.5% | -34.1% | -6.6% |
| 1Y | +11.0% | +42.3% | -31.3% | -4.3% |
| 3Y | +70.6% | +158.5% | -87.9% | +7.9% |
| 5Y | +55.3% | +123.6% | -68.2% | +2.8% |
| All | +214.0% | +676.1% | -462.1% | +34.2% |
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