+308.6%
CFG vs GRMN
+633.1%
-324.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | -3.7% | -11.3% | +7.6% | +3.0% |
| 3M | +9.5% | +17.7% | -8.2% | -2.0% |
| 6M | +22.2% | +14.2% | +8.1% | +10.9% |
| YTD | +22.3% | +37.0% | -14.7% | -1.3% |
| 1Y | +39.4% | +17.0% | +22.5% | +22.7% |
| 3Y | +188.5% | +183.2% | +5.3% | +34.3% |
| 5Y | +101.5% | +77.3% | +24.3% | +28.9% |
| 10Y | +308.6% | +630.9% | -322.3% | +7.0% |
| All | +308.6% | +633.1% | -324.5% | +7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling