+362.4%
CFG vs GRMN
+670.1%
-307.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.5% | -2.9% | +4.4% | +3.0% |
| 30D | -3.8% | -8.4% | +4.6% | +0.5% |
| 3M | +11.5% | +15.0% | -3.5% | +2.2% |
| 6M | +19.2% | +11.2% | +8.0% | +10.7% |
| YTD | +23.7% | +37.7% | -14.0% | +1.9% |
| 1Y | +38.8% | +18.5% | +20.4% | +23.1% |
| 3Y | +178.9% | +175.8% | +3.1% | +47.6% |
| 5Y | +101.8% | +75.1% | +26.7% | +36.3% |
| 10Y | +317.3% | +637.0% | -319.8% | +45.4% |
| All | +362.4% | +670.1% | -307.7% | +54.8% |
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