+65.7%
AG vs GRMN
+628.7%
-563.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.1% |
| 7D | -10.0% | -0.9% | -9.1% | -9.6% |
| 30D | -10.5% | +1.2% | -11.7% | -10.8% |
| 3M | -27.3% | -8.9% | -18.3% | -25.3% |
| 6M | -43.0% | +23.0% | -66.0% | -47.1% |
| YTD | -17.9% | +41.2% | -59.1% | -26.5% |
| 1Y | +11.9% | +47.5% | -35.6% | -1.0% |
| 3Y | +201.8% | +155.8% | +46.1% | +116.0% |
| 5Y | -0.1% | +120.2% | -120.2% | -27.8% |
| All | +65.7% | +628.7% | -563.0% | +19.1% |
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