+112.0%
CF vs GRMN
+122.2%
-10.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -3.2% | +4.7% | -7.9% | -3.6% |
| 30D | +4.3% | +3.4% | +0.9% | +3.9% |
| 3M | +2.8% | -5.0% | +7.8% | +3.2% |
| 6M | +0.6% | +18.6% | -18.0% | -1.4% |
| YTD | +56.6% | +42.5% | +14.1% | +48.8% |
| 1Y | +49.6% | +42.3% | +7.3% | +42.1% |
| 3Y | +61.5% | +158.5% | -97.0% | +36.1% |
| All | +112.0% | +122.2% | -10.2% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling