+764.3%
CAH vs GRMN
+6,622.3%
-5,858.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | +1.7% | -11.3% | +13.1% | +3.9% |
| 3M | +17.9% | +17.7% | +0.2% | +13.9% |
| 6M | +10.9% | +14.2% | -3.2% | +7.6% |
| YTD | +17.9% | +37.0% | -19.2% | +10.2% |
| 1Y | +61.7% | +17.0% | +44.7% | +55.2% |
| 3Y | +183.7% | +183.2% | +0.5% | +124.3% |
| 5Y | +401.3% | +77.3% | +324.1% | +329.6% |
| 10Y | +293.7% | +630.9% | -337.2% | +159.4% |
| All | +764.3% | +6,622.3% | -5,858.0% | +275.3% |
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