-37.7%
CAG vs GRMN
+677.8%
-715.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.3% |
| 7D | -5.7% | +2.4% | -8.1% | -6.0% |
| 30D | -2.4% | -8.5% | +6.1% | -1.2% |
| 3M | +9.8% | +19.5% | -9.7% | +6.6% |
| 6M | -10.8% | +21.2% | -32.0% | -13.9% |
| YTD | -10.8% | +41.0% | -51.9% | -16.1% |
| 1Y | -19.0% | +19.6% | -38.5% | -21.7% |
| 3Y | -39.7% | +183.8% | -223.5% | -51.7% |
| 5Y | -43.0% | +83.0% | -126.0% | -50.4% |
| All | -37.7% | +677.8% | -715.4% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling