+322.0%
CMG vs GRMN
+677.8%
-355.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.1% | -1.2% |
| 7D | -2.1% | +2.4% | -4.5% | -2.9% |
| 30D | +10.9% | -8.5% | +19.4% | +14.1% |
| 3M | +15.8% | +19.5% | -3.6% | +8.1% |
| 6M | +6.9% | +21.2% | -14.2% | -0.9% |
| YTD | -2.2% | +41.0% | -43.2% | -14.5% |
| 1Y | -7.1% | +19.6% | -26.7% | -14.2% |
| 3Y | -7.1% | +183.8% | -190.9% | -42.2% |
| 5Y | -4.8% | +83.0% | -87.8% | -29.6% |
| All | +322.0% | +677.8% | -355.8% | +84.8% |
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 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