+77.2%
CME vs GRMN
+76.7%
+0.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | +5.5% | -11.3% | +16.9% | +6.7% |
| 3M | +11.0% | +17.7% | -6.7% | +9.2% |
| 6M | -9.7% | +14.2% | -23.9% | -11.0% |
| YTD | +4.9% | +37.0% | -32.2% | +1.3% |
| 1Y | +10.1% | +17.0% | -6.9% | +8.0% |
| 3Y | +53.5% | +183.2% | -129.7% | +22.9% |
| 5Y | +77.2% | +77.3% | -0.1% | +57.1% |
| All | +77.2% | +76.7% | +0.5% | +57.1% |
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