+5,294.5%
CF vs GRMN
+1,859.0%
+3,435.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.1% | +6.5% |
| 7D | +0.4% | +2.3% | -1.9% | -0.7% |
| 30D | +2.2% | +2.6% | -0.4% | +0.9% |
| 3M | +2.1% | -5.0% | +7.1% | +3.2% |
| 6M | -6.5% | +23.1% | -29.6% | -14.7% |
| YTD | +55.6% | +42.9% | +12.6% | +32.6% |
| 1Y | +42.3% | +41.7% | +0.6% | +21.5% |
| 3Y | +55.7% | +160.7% | -105.0% | -0.3% |
| 5Y | +122.4% | +124.2% | -1.8% | +47.4% |
| 10Y | +568.5% | +684.8% | -116.2% | +173.8% |
| All | +5,294.5% | +1,859.0% | +3,435.5% | +1,441.8% |
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