+18.0%
CI vs GRMN
+40.7%
-22.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.5% | -3.1% | +3.1% |
| 7D | +3.5% | +6.1% | -2.6% | +3.3% |
| 30D | +12.6% | +1.3% | +11.3% | +12.4% |
| 3M | +12.1% | -5.6% | +17.6% | +12.0% |
| 6M | +10.6% | +22.2% | -11.6% | +10.1% |
| YTD | +12.8% | +44.3% | -31.4% | +12.4% |
| 1Y | +18.0% | +43.1% | -25.1% | +17.5% |
| All | +18.0% | +40.7% | -22.6% | +17.5% |
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