+117.0%
GRMN vs ACGL
+159.2%
-42.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.5% |
| 7D | +4.7% | +0.9% | +3.9% | +4.5% |
| 30D | +3.4% | +13.7% | -10.3% | -0.2% |
| 3M | -5.0% | +8.0% | -13.1% | -7.1% |
| 6M | +18.6% | +13.3% | +5.3% | +14.0% |
| YTD | +42.5% | +11.8% | +30.7% | +36.9% |
| 1Y | +42.3% | +22.2% | +20.1% | +32.7% |
| 3Y | +158.5% | +32.5% | +126.0% | +132.0% |
| All | +117.0% | +159.2% | -42.2% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling