+4,100.0%
CMG vs GRMN
+1,587.3%
+2,512.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | +12.7% | -11.3% | +24.0% | +16.8% |
| 3M | +26.3% | +17.7% | +8.6% | +19.4% |
| 6M | +4.5% | +14.2% | -9.7% | -0.5% |
| YTD | -0.1% | +37.0% | -37.1% | -10.3% |
| 1Y | -6.8% | +17.0% | -23.8% | -12.4% |
| 3Y | -5.0% | +183.2% | -188.2% | -34.7% |
| 5Y | -3.0% | +77.3% | -80.3% | -23.5% |
| 10Y | +323.6% | +630.9% | -307.3% | +115.4% |
| All | +4,100.0% | +1,587.3% | +2,512.7% | +1,773.9% |
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