+5,331.8%
CF vs GRMN
+1,853.3%
+3,478.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -3.2% | +4.7% | -7.9% | -4.9% |
| 30D | +4.3% | +3.4% | +0.9% | +2.7% |
| 3M | +2.8% | -5.0% | +7.8% | +3.9% |
| 6M | +0.6% | +18.6% | -18.0% | -6.8% |
| YTD | +56.6% | +42.5% | +14.1% | +33.7% |
| 1Y | +49.6% | +42.3% | +7.3% | +27.6% |
| 3Y | +61.5% | +158.5% | -97.0% | +3.7% |
| 5Y | +124.0% | +123.6% | +0.4% | +48.6% |
| 10Y | +573.2% | +682.5% | -109.3% | +175.9% |
| All | +5,331.8% | +1,853.3% | +3,478.5% | +1,454.0% |
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 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