+668.0%
GRMN vs ACGL
+332.3%
+335.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.9% |
| 7D | +6.4% | -1.1% | +7.5% | +6.8% |
| 30D | +8.7% | +13.1% | -4.4% | +3.8% |
| 3M | -5.8% | +9.8% | -15.6% | -9.2% |
| 6M | +22.5% | +15.3% | +7.3% | +15.5% |
| YTD | +45.6% | +12.7% | +32.9% | +37.6% |
| 1Y | +47.5% | +20.7% | +26.7% | +35.6% |
| 3Y | +166.2% | +34.3% | +131.9% | +130.2% |
| 5Y | +124.1% | +170.6% | -46.5% | +40.9% |
| 10Y | +668.0% | +330.6% | +337.5% | +295.8% |
| All | +668.0% | +332.3% | +335.7% | +295.8% |
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