+101.0%
CB vs GRMN
+75.1%
+25.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | +0.5% | -2.9% | +3.4% | +0.8% |
| 30D | -3.1% | -8.4% | +5.3% | -2.2% |
| 3M | +9.0% | +15.0% | -6.0% | +6.9% |
| 6M | +2.9% | +11.2% | -8.4% | +1.2% |
| YTD | +10.1% | +37.7% | -27.6% | +5.2% |
| 1Y | +22.8% | +18.5% | +4.3% | +19.5% |
| 3Y | +73.8% | +175.8% | -102.0% | +37.7% |
| All | +101.0% | +75.1% | +25.9% | +60.4% |
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