+326.0%
CAT vs GRMN
+75.1%
+250.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +1.7% | -2.9% | +4.6% | +2.6% |
| 30D | -6.6% | -8.4% | +1.9% | -4.2% |
| 3M | -13.3% | +15.0% | -28.3% | -17.7% |
| 6M | +11.6% | +11.2% | +0.4% | +7.0% |
| YTD | +42.9% | +37.7% | +5.2% | +27.5% |
| 1Y | +95.4% | +18.5% | +77.0% | +81.2% |
| 3Y | +196.6% | +175.8% | +20.8% | +90.4% |
| All | +326.0% | +75.1% | +250.9% | +191.9% |
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