+280.6%
CME vs GRMN
+628.0%
-347.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -0.6% | -1.4% | +0.8% | -0.3% |
| 30D | +4.7% | -13.1% | +17.8% | +8.0% |
| 3M | +7.8% | +14.9% | -7.1% | +4.0% |
| 6M | -11.0% | +13.1% | -24.1% | -14.2% |
| YTD | +4.0% | +35.3% | -31.3% | -4.3% |
| 1Y | +9.1% | +16.0% | -6.9% | +3.9% |
| 3Y | +52.3% | +179.6% | -127.3% | +3.3% |
| 5Y | +76.1% | +75.0% | +1.1% | +41.7% |
| 10Y | +280.6% | +644.1% | -363.5% | +70.2% |
| All | +280.6% | +628.0% | -347.4% | +70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling