+6,781.2%
CME vs GRMN
+4,319.4%
+2,461.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | -2.9% | +1.3% | -0.9% |
| 30D | +6.2% | -8.4% | +14.7% | +8.6% |
| 3M | +10.4% | +15.0% | -4.6% | +5.9% |
| 6M | -9.5% | +11.2% | -20.7% | -12.9% |
| YTD | +6.0% | +37.7% | -31.7% | -3.8% |
| 1Y | +9.3% | +18.5% | -9.2% | +2.7% |
| 3Y | +57.7% | +175.8% | -118.1% | +12.4% |
| 5Y | +77.7% | +75.1% | +2.6% | +42.1% |
| 10Y | +281.2% | +637.0% | -355.8% | +100.2% |
| All | +6,781.2% | +4,319.4% | +2,461.8% | +2,125.8% |
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