+34.8%
CF vs GRMN
+40.7%
-5.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.5% | -10.9% | -3.6% |
| 7D | -6.9% | +6.1% | -13.0% | -6.1% |
| 30D | -3.7% | +1.3% | -5.0% | -3.4% |
| 3M | -5.0% | -5.6% | +0.6% | -5.1% |
| 6M | -10.5% | +22.2% | -32.7% | -7.7% |
| YTD | +46.5% | +44.3% | +2.2% | +46.9% |
| 1Y | +34.8% | +43.1% | -8.2% | +35.6% |
| All | +34.8% | +40.7% | -5.8% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling