+887.0%
GRMN vs ACM
+250.9%
+636.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.0% |
| 7D | +1.7% | +3.0% | -1.4% | +0.5% |
| 30D | +10.2% | +19.7% | -9.5% | +2.7% |
| 3M | -4.7% | +5.3% | -10.0% | -7.4% |
| 6M | +22.3% | -10.8% | +33.1% | +25.8% |
| YTD | +46.7% | -25.1% | +71.8% | +60.7% |
| 1Y | +49.6% | -45.8% | +95.4% | +85.2% |
| 3Y | +165.3% | -9.4% | +174.7% | +166.0% |
| 5Y | +130.3% | +4.8% | +125.5% | +116.3% |
| 10Y | +658.0% | +129.8% | +528.2% | +390.5% |
| All | +887.0% | +250.9% | +636.1% | +373.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling