+59.1%
CF vs GRMN
+163.9%
-104.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | -0.9% | +6.4% | -7.3% | -1.1% |
| 30D | +6.9% | +8.7% | -1.8% | +6.6% |
| 3M | +4.8% | -5.8% | +10.6% | +5.2% |
| 6M | +4.7% | +22.5% | -17.9% | +3.4% |
| YTD | +56.5% | +45.6% | +10.9% | +51.2% |
| 1Y | +48.4% | +47.5% | +1.0% | +43.1% |
| 3Y | +59.1% | +166.2% | -107.1% | +43.0% |
| All | +59.1% | +163.9% | -104.7% | +43.0% |
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