+481.0%
CF vs GRMN
+655.8%
-174.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | +4.8% | +6.3% | -1.6% | +2.4% |
| 30D | +9.7% | +7.6% | +2.1% | +6.7% |
| 3M | +1.2% | -7.5% | +8.7% | +3.3% |
| 6M | +7.4% | +21.2% | -13.9% | -1.1% |
| YTD | +60.5% | +44.0% | +16.5% | +36.3% |
| 1Y | +50.7% | +44.7% | +6.0% | +27.5% |
| 3Y | +64.8% | +160.5% | -95.7% | -2.6% |
| 5Y | +115.8% | +124.6% | -8.8% | +37.0% |
| 10Y | +481.0% | +651.6% | -170.6% | +76.7% |
| All | +481.0% | +655.8% | -174.7% | +76.7% |
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