+276.3%
CLS vs GRMN
+6,905.4%
-6,629.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.6% | +7.2% | +5.5% |
| 7D | +23.5% | -0.1% | +23.6% | +23.6% |
| 30D | -28.9% | +3.5% | -32.5% | -30.4% |
| 3M | -25.2% | -7.3% | -17.8% | -23.5% |
| 6M | -32.1% | +21.8% | -53.9% | -38.0% |
| YTD | -14.1% | +42.8% | -56.9% | -26.1% |
| 1Y | -24.1% | +46.5% | -70.5% | -35.2% |
| 3Y | +897.0% | +158.3% | +738.7% | +580.2% |
| 5Y | +2,089.9% | +122.6% | +1,967.3% | +1,470.3% |
| 10Y | +2,022.2% | +638.0% | +1,384.2% | +920.2% |
| All | +276.3% | +6,905.4% | -6,629.0% | -47.0% |
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