+748.0%
CI vs GRMN
+6,966.1%
-6,218.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.8% |
| 7D | +2.6% | +6.3% | -3.7% | +1.3% |
| 30D | +7.3% | +7.6% | -0.2% | +5.7% |
| 3M | +9.5% | -7.5% | +17.0% | +11.0% |
| 6M | +6.4% | +21.2% | -14.8% | +1.6% |
| YTD | +12.0% | +44.0% | -32.0% | +2.8% |
| 1Y | +20.1% | +44.7% | -24.7% | +10.1% |
| 3Y | +9.6% | +160.5% | -151.0% | -13.6% |
| 5Y | +52.7% | +124.6% | -71.9% | +22.9% |
| 10Y | +150.3% | +651.6% | -501.4% | +58.3% |
| All | +748.0% | +6,966.1% | -6,218.1% | +278.0% |
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