+64.2%
AIG vs GRMN
+677.8%
-613.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -1.3% |
| 7D | -1.2% | +2.4% | -3.6% | -2.2% |
| 30D | -1.1% | -8.5% | +7.4% | +2.5% |
| 3M | +0.7% | +19.5% | -18.8% | -7.7% |
| 6M | -2.2% | +21.2% | -23.4% | -11.5% |
| YTD | -10.8% | +41.0% | -51.9% | -25.4% |
| 1Y | -2.0% | +19.6% | -21.6% | -12.1% |
| 3Y | +34.8% | +183.8% | -149.0% | -29.8% |
| 5Y | +55.0% | +83.0% | -28.0% | +4.2% |
| All | +64.2% | +677.8% | -613.6% | -47.1% |
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