+68.0%
ACWI vs GRMN
+75.1%
-7.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +0.5% | -2.9% | +3.4% | +1.3% |
| 30D | +0.9% | -8.4% | +9.3% | +3.3% |
| 3M | +2.4% | +15.0% | -12.6% | -2.2% |
| 6M | +12.4% | +11.2% | +1.2% | +8.2% |
| YTD | +15.2% | +37.7% | -22.5% | +3.8% |
| 1Y | +22.7% | +18.5% | +4.2% | +15.2% |
| 3Y | +75.8% | +175.8% | -100.0% | +16.4% |
| All | +68.0% | +75.1% | -7.1% | +18.4% |
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