+74.9%
CB vs GRMN
+155.8%
-80.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | +2.9% | -0.9% | +3.8% | +3.0% |
| 30D | +7.3% | +1.2% | +6.1% | +7.2% |
| 3M | +9.4% | -8.9% | +18.3% | +9.6% |
| 6M | +19.6% | +23.0% | -3.4% | +18.6% |
| YTD | +21.5% | +41.2% | -19.7% | +19.5% |
| 1Y | +28.0% | +47.5% | -19.5% | +25.6% |
| 3Y | +74.9% | +155.8% | -80.9% | +66.5% |
| All | +74.9% | +155.8% | -80.9% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling