+356.8%
ACWI vs GRMN
+763.3%
-406.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +0.5% | -2.9% | +3.4% | +1.4% |
| 30D | +0.9% | -8.4% | +9.3% | +3.8% |
| 3M | +2.4% | +15.0% | -12.6% | -3.0% |
| 6M | +12.4% | +11.2% | +1.2% | +7.3% |
| YTD | +15.2% | +37.7% | -22.5% | +2.1% |
| 1Y | +22.7% | +18.5% | +4.2% | +13.8% |
| 3Y | +75.8% | +175.8% | -100.0% | +17.4% |
| 5Y | +67.7% | +75.1% | -7.4% | +29.3% |
| 10Y | +229.0% | +637.0% | -408.0% | +55.5% |
| All | +356.8% | +763.3% | -406.5% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling