+206.3%
AGI vs GRMN
+179.1%
+27.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -5.3% | -1.8% | -3.5% | -5.0% |
| 30D | +6.8% | -12.1% | +18.8% | +9.2% |
| 3M | +8.3% | +18.0% | -9.7% | +4.6% |
| 6M | -29.2% | +13.7% | -43.0% | -31.0% |
| YTD | -7.3% | +35.3% | -42.6% | -11.6% |
| 1Y | +8.0% | +17.2% | -9.2% | +4.0% |
| All | +206.3% | +179.1% | +27.2% | +145.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling