+213.9%
CAT vs GRMN
+119.5%
+94.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | +7.4% | -0.9% | +8.3% | +7.7% |
| 30D | -19.7% | +1.2% | -20.9% | -20.2% |
| 3M | -29.6% | -8.9% | -20.7% | -28.0% |
| 6M | -33.2% | +23.0% | -56.2% | -38.2% |
| YTD | +5.7% | +41.2% | -35.6% | -6.9% |
| 1Y | +9.3% | +47.5% | -38.1% | -5.0% |
| 3Y | +158.3% | +155.8% | +2.6% | +70.0% |
| All | +213.9% | +119.5% | +94.4% | +117.9% |
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