+337.4%
AGI vs GRMN
+677.8%
-340.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -0.1% |
| 7D | -2.7% | +2.4% | -5.2% | -3.2% |
| 30D | +7.2% | -8.5% | +15.7% | +9.0% |
| 3M | +4.3% | +19.5% | -15.2% | +0.3% |
| 6M | -27.1% | +21.2% | -48.3% | -29.9% |
| YTD | -6.6% | +41.0% | -47.7% | -12.5% |
| 1Y | +9.5% | +19.6% | -10.1% | +5.1% |
| 3Y | +208.4% | +183.8% | +24.7% | +144.7% |
| 5Y | +401.6% | +83.0% | +318.6% | +316.5% |
| All | +337.4% | +677.8% | -340.4% | +160.7% |
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