-42.6%
CAG vs GRMN
+73.8%
-116.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -5.9% | -1.8% | -4.1% | -5.7% |
| 30D | -1.5% | -12.1% | +10.6% | -0.4% |
| 3M | +11.5% | +18.0% | -6.5% | +9.6% |
| 6M | -15.7% | +13.7% | -29.4% | -16.9% |
| YTD | -10.2% | +35.3% | -45.5% | -13.3% |
| 1Y | -18.1% | +17.2% | -35.3% | -19.6% |
| 3Y | -39.4% | +179.6% | -219.0% | -48.0% |
| 5Y | -42.6% | +75.6% | -118.1% | -49.6% |
| All | -42.6% | +73.8% | -116.4% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling