+11,453.1%
CMI vs GRMN
+6,622.3%
+4,830.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +1.9% | +0.2% | +1.7% | +1.8% |
| 30D | -12.5% | -11.3% | -1.2% | -8.4% |
| 3M | -16.2% | +17.7% | -33.9% | -22.4% |
| 6M | +4.9% | +14.2% | -9.3% | -1.8% |
| YTD | +11.1% | +37.0% | -25.9% | -3.2% |
| 1Y | +43.4% | +17.0% | +26.4% | +31.8% |
| 3Y | +154.1% | +183.2% | -29.1% | +60.4% |
| 5Y | +169.5% | +77.3% | +92.2% | +101.5% |
| 10Y | +503.8% | +630.9% | -127.1% | +159.9% |
| All | +11,453.1% | +6,622.3% | +4,830.8% | +2,338.1% |
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