+8.9%
CAT vs GRMN
+40.7%
-31.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.5% | -11.8% | -5.8% |
| 7D | -17.1% | +6.1% | -23.2% | -17.6% |
| 30D | -30.1% | +1.3% | -31.4% | -30.1% |
| 3M | -32.4% | -5.6% | -26.8% | -31.6% |
| 6M | -32.1% | +22.2% | -54.3% | -35.6% |
| YTD | +4.1% | +44.3% | -40.2% | -10.2% |
| 1Y | +8.9% | +43.1% | -34.2% | -5.0% |
| All | +8.9% | +40.7% | -31.8% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling