+165.6%
GRMN vs ACM
-9.4%
+175.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.0% |
| 7D | +1.7% | +3.0% | -1.4% | +0.6% |
| 30D | +10.2% | +19.7% | -9.5% | +3.7% |
| 3M | -4.7% | +5.3% | -10.0% | -6.8% |
| 6M | +22.3% | -10.8% | +33.1% | +26.6% |
| YTD | +46.7% | -25.1% | +71.8% | +62.0% |
| 1Y | +49.6% | -45.8% | +95.4% | +90.1% |
| All | +165.6% | -9.4% | +175.0% | +162.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling