+630.9%
GRMN vs ACGL
+263.8%
+367.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.4% |
| 7D | +0.2% | -2.9% | +3.1% | +1.3% |
| 30D | -11.3% | -2.8% | -8.5% | -10.5% |
| 3M | +17.7% | +6.8% | +10.9% | +14.3% |
| 6M | +14.2% | -1.5% | +15.7% | +14.0% |
| YTD | +37.0% | -0.2% | +37.2% | +35.7% |
| 1Y | +17.0% | +5.3% | +11.7% | +13.0% |
| 3Y | +183.2% | +30.3% | +152.9% | +146.9% |
| 5Y | +77.3% | +151.8% | -74.6% | +14.1% |
| 10Y | +630.9% | +266.9% | +364.0% | +284.4% |
| All | +630.9% | +263.8% | +367.1% | +284.4% |
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