+142.2%
CI vs GRMN
+693.0%
-550.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.1% |
| 7D | +0.1% | +6.4% | -6.2% | -1.6% |
| 30D | +4.7% | +8.7% | -4.1% | +2.2% |
| 3M | +5.2% | -5.8% | +11.0% | +6.7% |
| 6M | +3.8% | +22.5% | -18.8% | -3.1% |
| YTD | +9.2% | +45.6% | -36.4% | -3.9% |
| 1Y | +14.3% | +47.5% | -33.2% | 0.0% |
| 3Y | +8.4% | +166.2% | -157.8% | -29.0% |
| 5Y | +50.0% | +124.1% | -74.0% | +5.1% |
| 10Y | +142.2% | +668.0% | -525.8% | +0.3% |
| All | +142.2% | +693.0% | -550.8% | +0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling