+33.7%
CFG vs GRMN
+40.7%
-7.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.5% | -4.1% | +0.8% |
| 7D | +1.8% | +6.1% | -4.3% | +0.3% |
| 30D | +3.3% | +1.3% | +2.0% | +2.9% |
| 3M | -9.8% | -5.6% | -4.3% | -8.7% |
| 6M | +5.2% | +22.2% | -17.0% | -1.7% |
| YTD | +16.1% | +44.3% | -28.2% | 0.0% |
| 1Y | +33.7% | +43.1% | -9.4% | +15.9% |
| All | +33.7% | +40.7% | -7.0% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling