+639.5%
CEG vs GRMN
+129.2%
+510.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +4.9% | +4.9% |
| 7D | +8.0% | -2.9% | +10.9% | +8.9% |
| 30D | +12.9% | -8.4% | +21.4% | +15.9% |
| 3M | +13.2% | +15.0% | -1.8% | +7.7% |
| 6M | -7.0% | +11.2% | -18.2% | -10.7% |
| YTD | -15.0% | +37.7% | -52.7% | -24.2% |
| 1Y | -2.7% | +18.5% | -21.2% | -9.3% |
| 3Y | +184.1% | +175.8% | +8.3% | +86.2% |
| All | +639.5% | +129.2% | +510.2% | +352.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling