+237.0%
CFG vs GRMN
+693.0%
-456.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.8% | +1.7% |
| 7D | +0.3% | +6.4% | -6.1% | -3.2% |
| 30D | +3.2% | +8.7% | -5.5% | -1.8% |
| 3M | -9.7% | -5.8% | -3.9% | -7.2% |
| 6M | +3.6% | +22.5% | -18.9% | -9.9% |
| YTD | +14.7% | +45.6% | -30.9% | -11.1% |
| 1Y | +29.6% | +47.5% | -17.9% | -0.3% |
| 3Y | +190.6% | +166.2% | +24.3% | +42.5% |
| 5Y | +67.1% | +124.1% | -57.0% | -9.0% |
| 10Y | +237.0% | +668.0% | -431.0% | -9.5% |
| All | +237.0% | +693.0% | -456.0% | -9.5% |
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