+28.0%
CFG vs GRMN
+46.6%
-18.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.8% | +2.4% |
| 7D | +0.3% | +6.4% | -6.1% | -1.3% |
| 30D | +3.2% | +8.7% | -5.5% | +1.0% |
| 3M | -9.7% | -5.8% | -3.9% | -8.5% |
| 6M | +3.6% | +22.5% | -18.9% | -3.2% |
| YTD | +14.7% | +45.6% | -30.9% | -1.8% |
| All | +28.0% | +46.6% | -18.7% | +8.7% |
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