+362.7%
CLS vs GRMN
+6,655.2%
-6,292.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +4.6% | -2.9% | +7.4% | +5.7% |
| 30D | -13.9% | -8.4% | -5.5% | -10.9% |
| 3M | -26.6% | +15.0% | -41.6% | -31.0% |
| 6M | +15.4% | +11.2% | +4.2% | +10.3% |
| YTD | +5.7% | +37.7% | -32.0% | -7.2% |
| 1Y | +41.1% | +18.5% | +22.6% | +30.6% |
| 3Y | +1,228.6% | +175.8% | +1,052.8% | +791.6% |
| 5Y | +3,240.6% | +75.1% | +3,165.5% | +2,521.1% |
| 10Y | +2,760.3% | +637.0% | +2,123.3% | +1,287.4% |
| All | +362.7% | +6,655.2% | -6,292.5% | -33.5% |
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