+241.3%
CB vs GRMN
+664.0%
-422.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.0% |
| 7D | -1.5% | +6.4% | -7.9% | -3.1% |
| 30D | +6.5% | +8.7% | -2.2% | +4.1% |
| 3M | +4.1% | -5.8% | +9.8% | +5.4% |
| 6M | +14.4% | +22.5% | -8.1% | +7.1% |
| YTD | +17.5% | +45.6% | -28.1% | +3.7% |
| 1Y | +27.5% | +47.5% | -19.9% | +11.9% |
| 3Y | +71.6% | +166.2% | -94.6% | +12.7% |
| 5Y | +100.6% | +124.1% | -23.5% | +40.2% |
| All | +241.3% | +664.0% | -422.6% | +53.6% |
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