+97.6%
AGG vs GRMN
+2,371.7%
-2,274.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.2% |
| 7D | -0.2% | -1.4% | +1.2% | -0.2% |
| 30D | -0.2% | -13.1% | +12.9% | -0.3% |
| 3M | -0.7% | +14.9% | -15.6% | -0.6% |
| 6M | -1.8% | +13.1% | -14.9% | -1.7% |
| YTD | -0.6% | +35.3% | -35.9% | -0.5% |
| 1Y | +0.4% | +16.0% | -15.6% | +0.4% |
| 3Y | +13.2% | +179.6% | -166.4% | +13.8% |
| 5Y | -2.0% | +75.0% | -77.0% | -1.8% |
| 10Y | +15.1% | +644.1% | -629.1% | +17.3% |
| All | +97.6% | +2,371.7% | -2,274.0% | +106.6% |
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