+7,654.3%
CME vs GRMN
+4,483.0%
+3,171.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.6% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +13.5% | +3.5% | +9.9% | +12.3% |
| 3M | +20.9% | -7.3% | +28.2% | +22.9% |
| 6M | +11.5% | +21.8% | -10.3% | +5.0% |
| YTD | +19.5% | +42.8% | -23.3% | +7.1% |
| 1Y | +17.2% | +46.5% | -29.2% | +4.3% |
| 3Y | +65.1% | +158.3% | -93.2% | +20.1% |
| 5Y | +73.1% | +122.6% | -49.5% | +29.4% |
| 10Y | +305.3% | +638.0% | -332.7% | +112.4% |
| All | +7,654.3% | +4,483.0% | +3,171.3% | +2,378.7% |
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 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