+0.3%
AGI vs GRMN
+40.7%
-40.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +6.5% | +4.3% | +8.3% |
| 7D | -5.3% | +6.1% | -11.4% | -7.3% |
| 30D | -7.1% | +1.3% | -8.4% | -7.9% |
| 3M | +4.4% | -5.6% | +10.0% | +6.4% |
| 6M | -23.0% | +22.2% | -45.2% | -31.4% |
| YTD | -22.0% | +44.3% | -66.3% | -38.1% |
| 1Y | +0.3% | +43.1% | -42.8% | -19.8% |
| All | +0.3% | +40.7% | -40.4% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling