+5,453.2%
AGI vs GRMN
+2,391.0%
+3,062.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | +2.2% | -1.4% | +3.6% | +2.4% |
| 30D | +11.3% | -13.1% | +24.4% | +13.6% |
| 3M | +5.6% | +14.9% | -9.3% | +3.2% |
| 6M | -27.7% | +13.1% | -40.8% | -29.1% |
| YTD | -4.1% | +35.3% | -39.4% | -8.3% |
| 1Y | +13.8% | +16.0% | -2.2% | +10.9% |
| 3Y | +217.0% | +179.6% | +37.4% | +168.4% |
| 5Y | +404.3% | +75.0% | +329.3% | +350.9% |
| 10Y | +400.5% | +644.1% | -243.6% | +264.1% |
| All | +5,453.2% | +2,391.0% | +3,062.1% | +2,594.5% |
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 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