+73.1%
CME vs GRMN
+119.5%
-46.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +3.9% | -0.9% | +4.8% | +4.0% |
| 30D | +11.3% | +1.2% | +10.2% | +11.2% |
| 3M | +19.6% | -8.9% | +28.5% | +20.4% |
| 6M | +8.1% | +23.0% | -14.9% | +5.8% |
| YTD | +20.4% | +41.2% | -20.8% | +16.0% |
| 1Y | +16.5% | +47.5% | -31.0% | +11.7% |
| 3Y | +66.4% | +155.8% | -89.3% | +37.1% |
| All | +73.1% | +119.5% | -46.5% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling