+27.6%
CAVA vs GRMN
+185.0%
-157.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.8% | +2.3% |
| 7D | -8.0% | +2.4% | -10.5% | -8.6% |
| 30D | -19.6% | -8.5% | -11.1% | -17.5% |
| 3M | -36.7% | +19.5% | -56.1% | -40.2% |
| 6M | -30.6% | +21.2% | -51.8% | -34.7% |
| YTD | -4.8% | +41.0% | -45.8% | -14.2% |
| 1Y | -13.1% | +19.6% | -32.7% | -18.7% |
| 3Y | +48.8% | +183.8% | -135.0% | +23.2% |
| All | +27.6% | +185.0% | -157.3% | +5.7% |
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