+658.0%
GRMN vs ACM
+130.8%
+527.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.0% |
| 7D | +1.7% | +3.0% | -1.4% | +0.5% |
| 30D | +10.2% | +19.7% | -9.5% | +2.8% |
| 3M | -4.7% | +5.3% | -10.0% | -7.3% |
| 6M | +22.3% | -10.8% | +33.1% | +25.9% |
| YTD | +46.7% | -25.1% | +71.8% | +61.2% |
| 1Y | +49.6% | -45.8% | +95.4% | +86.6% |
| 3Y | +165.3% | -9.4% | +174.7% | +165.4% |
| 5Y | +130.3% | +4.8% | +125.5% | +115.4% |
| 10Y | +658.0% | +129.8% | +528.2% | +405.5% |
| All | +658.0% | +130.8% | +527.2% | +405.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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