+77.3%
GRMN vs ACM
+4.8%
+72.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.6% |
| 3M | +17.7% | -6.4% | +24.1% | +19.8% |
| 6M | +14.2% | -29.2% | +43.4% | +31.1% |
| YTD | +37.0% | -29.9% | +67.0% | +57.0% |
| 1Y | +17.0% | -47.3% | +64.3% | +52.0% |
| 3Y | +183.2% | -19.6% | +202.8% | +192.5% |
| 5Y | +77.3% | +5.5% | +71.7% | +59.0% |
| All | +77.3% | +4.8% | +72.5% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling