+52.4%
CL vs GRMN
+634.0%
-581.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.2% | -2.9% | +0.7% | -1.7% |
| 30D | -4.8% | -8.4% | +3.6% | -3.4% |
| 3M | +4.9% | +15.0% | -10.1% | +2.0% |
| 6M | -5.7% | +11.2% | -16.9% | -8.0% |
| YTD | +14.4% | +37.7% | -23.3% | +7.1% |
| 1Y | +8.7% | +18.5% | -9.7% | +4.5% |
| 3Y | +30.0% | +175.8% | -145.8% | -0.5% |
| 5Y | +28.4% | +75.1% | -46.7% | +9.7% |
| All | +52.4% | +634.0% | -581.6% | -8.9% |
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