+16.0%
GRMN vs ACM
-48.7%
+64.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.6% |
| 7D | -1.4% | -3.7% | +2.3% | -0.6% |
| 30D | -13.1% | -12.7% | -0.4% | -10.4% |
| 3M | +14.9% | -9.8% | +24.7% | +17.3% |
| 6M | +13.1% | -31.4% | +44.5% | +24.0% |
| YTD | +35.3% | -32.1% | +67.4% | +48.2% |
| 1Y | +16.0% | -47.8% | +63.8% | +30.0% |
| All | +16.0% | -48.7% | +64.7% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling