+305.5%
CG vs GRMN
+831.2%
-525.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.2% | +4.4% | +5.5% |
| 7D | +3.0% | +6.4% | -3.3% | 0.0% |
| 30D | +10.1% | +8.7% | +1.4% | +5.5% |
| 3M | -10.8% | -5.8% | -5.1% | -8.5% |
| 6M | -15.2% | +22.5% | -37.8% | -24.8% |
| YTD | -26.9% | +45.6% | -72.5% | -41.1% |
| 1Y | -17.0% | +47.5% | -64.5% | -33.5% |
| 3Y | +54.6% | +166.2% | -111.6% | -11.8% |
| 5Y | -16.7% | +124.1% | -140.8% | -48.8% |
| 10Y | +320.1% | +668.0% | -347.9% | +58.9% |
| All | +305.5% | +831.2% | -525.7% | +29.4% |
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