+105.5%
CAG vs GRMN
+6,622.3%
-6,516.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -5.3% | +0.2% | -5.5% | -5.3% |
| 30D | +1.0% | -11.3% | +12.3% | +2.3% |
| 3M | +17.4% | +17.7% | -0.3% | +15.0% |
| 6M | -16.8% | +14.2% | -31.0% | -18.3% |
| YTD | -6.8% | +37.0% | -43.8% | -10.5% |
| 1Y | -15.4% | +17.0% | -32.4% | -17.3% |
| 3Y | -37.1% | +183.2% | -220.3% | -45.1% |
| 5Y | -41.3% | +77.3% | -118.5% | -46.4% |
| 10Y | -35.5% | +630.9% | -666.4% | -49.9% |
| All | +105.5% | +6,622.3% | -6,516.8% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling