+597.9%
GRMN vs ACGL
+324.4%
+273.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.9% | +2.2% | -3.1% | -1.7% |
| 30D | +1.2% | +12.3% | -11.1% | -3.1% |
| 3M | -8.9% | +11.8% | -20.7% | -12.8% |
| 6M | +23.0% | +17.5% | +5.5% | +15.1% |
| YTD | +41.2% | +14.3% | +27.0% | +32.8% |
| 1Y | +47.5% | +18.2% | +29.3% | +36.9% |
| 3Y | +155.8% | +33.2% | +122.6% | +122.1% |
| 5Y | +120.2% | +174.3% | -54.1% | +37.8% |
| All | +597.9% | +324.4% | +273.5% | +257.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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