+745.3%
CLS vs GRMN
+158.2%
+587.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -22.2% | +4.7% | -26.9% | -23.8% |
| 30D | -44.4% | +3.4% | -47.8% | -45.6% |
| 3M | -34.3% | -5.0% | -29.3% | -33.2% |
| 6M | -50.1% | +18.6% | -68.6% | -54.6% |
| YTD | -30.1% | +42.5% | -72.6% | -41.5% |
| 1Y | -39.3% | +42.3% | -81.7% | -49.1% |
| All | +745.3% | +158.2% | +587.1% | +493.0% |
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