+436.2%
CL vs GRMN
+6,655.2%
-6,219.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.2% | -2.9% | +0.7% | -1.8% |
| 30D | -4.8% | -8.4% | +3.6% | -3.8% |
| 3M | +4.9% | +15.0% | -10.1% | +2.8% |
| 6M | -5.7% | +11.2% | -16.9% | -7.3% |
| YTD | +14.4% | +37.7% | -23.3% | +9.3% |
| 1Y | +8.7% | +18.5% | -9.7% | +5.7% |
| 3Y | +30.0% | +175.8% | -145.8% | +11.4% |
| 5Y | +28.4% | +75.1% | -46.7% | +15.8% |
| 10Y | +50.1% | +637.0% | -586.9% | +12.5% |
| All | +436.2% | +6,655.2% | -6,219.0% | +217.2% |
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