-14.6%
CG vs GRMN
+124.6%
-139.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.2% | +4.4% | +5.4% |
| 7D | +3.0% | +6.4% | -3.3% | -0.2% |
| 30D | +10.1% | +8.7% | +1.4% | +5.1% |
| 3M | -10.8% | -5.8% | -5.1% | -8.3% |
| 6M | -15.2% | +22.5% | -37.8% | -25.9% |
| YTD | -26.9% | +45.6% | -72.5% | -42.9% |
| 1Y | -17.0% | +47.5% | -64.5% | -35.7% |
| 3Y | +54.6% | +166.2% | -111.6% | -26.3% |
| All | -14.6% | +124.6% | -139.2% | -56.3% |
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