+562.3%
CEG vs GRMN
+139.8%
+422.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.7% |
| 7D | +1.7% | +6.3% | -4.7% | -0.2% |
| 30D | -10.2% | +7.6% | -17.7% | -12.3% |
| 3M | -0.8% | -7.5% | +6.6% | +1.1% |
| 6M | -11.5% | +21.2% | -32.8% | -17.4% |
| YTD | -23.9% | +44.0% | -67.9% | -33.2% |
| 1Y | -25.4% | +44.7% | -70.1% | -34.6% |
| 3Y | +124.2% | +160.5% | -36.4% | +51.7% |
| All | +562.3% | +139.8% | +422.5% | +298.3% |
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