+61.6%
AG vs GRMN
+674.8%
-613.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.8% | -6.8% | -4.2% |
| 7D | -6.7% | +2.0% | -8.8% | -7.4% |
| 30D | +2.2% | -8.8% | +11.0% | +5.2% |
| 3M | +15.7% | +19.0% | -3.3% | +8.2% |
| 6M | -23.8% | +20.7% | -44.5% | -28.8% |
| YTD | +17.6% | +40.5% | -22.9% | +5.3% |
| 1Y | +88.6% | +19.1% | +69.5% | +76.8% |
| 3Y | +253.4% | +182.7% | +70.7% | +141.4% |
| 5Y | +62.4% | +82.3% | -19.9% | +22.2% |
| All | +61.6% | +674.8% | -613.1% | -16.5% |
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