+5.5%
CG vs GRMN
+75.7%
-70.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.3% |
| 7D | -6.4% | -1.4% | -5.0% | -5.7% |
| 30D | -7.1% | -13.1% | +6.0% | +0.1% |
| 3M | -1.6% | +14.9% | -16.5% | -10.3% |
| 6M | -8.3% | +13.1% | -21.4% | -16.0% |
| YTD | -23.8% | +35.3% | -59.1% | -37.5% |
| 1Y | -28.7% | +16.0% | -44.7% | -36.5% |
| 3Y | +49.2% | +179.6% | -130.4% | -30.7% |
| 5Y | +5.5% | +75.0% | -69.5% | -41.9% |
| All | +5.5% | +75.7% | -70.2% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling