+674.0%
CAT vs GRMN
+655.8%
+18.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.9% |
| 7D | -6.3% | +6.3% | -12.7% | -8.8% |
| 30D | -26.8% | +7.6% | -34.4% | -29.4% |
| 3M | -30.0% | -7.5% | -22.6% | -28.2% |
| 6M | -34.6% | +21.2% | -55.8% | -41.3% |
| YTD | +2.9% | +44.0% | -41.1% | -15.2% |
| 1Y | +3.3% | +44.7% | -41.5% | -15.1% |
| 3Y | +153.7% | +160.5% | -6.8% | +41.2% |
| 5Y | +207.3% | +124.6% | +82.7% | +83.2% |
| 10Y | +674.0% | +651.6% | +22.4% | +129.5% |
| All | +674.0% | +655.8% | +18.3% | +129.5% |
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