+183.2%
GRMN vs ACM
-19.8%
+203.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -11.3% | -12.9% | +1.6% | -7.1% |
| 3M | +17.7% | -6.4% | +24.1% | +19.6% |
| 6M | +14.2% | -29.2% | +43.4% | +29.3% |
| YTD | +37.0% | -29.9% | +67.0% | +54.9% |
| 1Y | +17.0% | -47.3% | +64.3% | +48.3% |
| 3Y | +183.2% | -19.6% | +202.8% | +191.2% |
| All | +183.2% | -19.8% | +203.0% | +191.2% |
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