+37.6%
CL vs GRMN
+160.2%
-122.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +1.3% | +4.7% | -3.4% | +1.1% |
| 30D | +11.4% | +3.4% | +7.9% | +11.1% |
| 3M | +4.4% | -5.0% | +9.5% | +4.6% |
| 6M | +10.8% | +18.6% | -7.8% | +9.7% |
| YTD | +25.1% | +42.5% | -17.4% | +22.8% |
| 1Y | +28.0% | +42.3% | -14.3% | +25.6% |
| 3Y | +37.6% | +158.5% | -120.9% | +26.0% |
| All | +37.6% | +160.2% | -122.6% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling