+503.2%
CMI vs GRMN
+677.8%
-174.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | -0.6% |
| 7D | -0.7% | +2.4% | -3.1% | -1.8% |
| 30D | -12.4% | -8.5% | -3.9% | -9.1% |
| 3M | -14.8% | +19.5% | -34.2% | -22.5% |
| 6M | +0.8% | +21.2% | -20.4% | -8.9% |
| YTD | +10.2% | +41.0% | -30.9% | -7.4% |
| 1Y | +37.4% | +19.6% | +17.8% | +23.4% |
| 3Y | +153.3% | +183.8% | -30.5% | +41.7% |
| 5Y | +167.6% | +83.0% | +84.6% | +85.7% |
| All | +503.2% | +677.8% | -174.6% | +115.3% |
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