+104.3%
CEG vs GRMN
+160.2%
-55.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -4.7% | +4.7% | -9.5% | -5.8% |
| 30D | -16.6% | +3.4% | -20.0% | -17.3% |
| 3M | -4.1% | -5.0% | +0.9% | -3.3% |
| 6M | -22.3% | +18.6% | -40.9% | -25.9% |
| YTD | -28.9% | +42.5% | -71.4% | -35.6% |
| 1Y | -28.5% | +42.3% | -70.8% | -35.1% |
| 3Y | +104.3% | +158.5% | -54.2% | +46.6% |
| All | +104.3% | +160.2% | -55.9% | +46.6% |
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 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