+644.1%
GRMN vs ACM
+124.8%
+519.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.1% |
| 7D | -1.4% | -3.7% | +2.3% | 0.0% |
| 30D | -13.1% | -12.7% | -0.4% | -9.0% |
| 3M | +14.9% | -9.8% | +24.7% | +18.5% |
| 6M | +13.1% | -31.4% | +44.5% | +29.3% |
| YTD | +35.3% | -32.1% | +67.4% | +54.6% |
| 1Y | +16.0% | -47.8% | +63.8% | +46.3% |
| 3Y | +179.6% | -22.1% | +201.7% | +197.2% |
| 5Y | +75.0% | +1.8% | +73.2% | +66.2% |
| 10Y | +644.1% | +132.5% | +511.6% | +416.5% |
| All | +644.1% | +124.8% | +519.4% | +416.5% |
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