+626.9%
CEG vs GRMN
+125.2%
+501.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.3% |
| 7D | +1.3% | -1.4% | +2.7% | +1.8% |
| 30D | +8.8% | -13.1% | +21.9% | +13.4% |
| 3M | +17.0% | +14.9% | +2.0% | +11.3% |
| 6M | -8.7% | +13.1% | -21.8% | -12.8% |
| YTD | -16.4% | +35.3% | -51.7% | -25.1% |
| 1Y | -1.8% | +16.0% | -17.7% | -7.8% |
| 3Y | +175.8% | +179.6% | -3.8% | +79.1% |
| All | +626.9% | +125.2% | +501.7% | +346.8% |
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