+115.8%
CMS vs GRMN
+633.1%
-517.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | -3.2% | -11.3% | +8.2% | -0.9% |
| 3M | -2.2% | +17.7% | -19.9% | -5.8% |
| 6M | -9.4% | +14.2% | -23.6% | -12.5% |
| YTD | +0.7% | +37.0% | -36.3% | -6.7% |
| 1Y | +0.4% | +17.0% | -16.6% | -4.1% |
| 3Y | +35.2% | +183.2% | -148.0% | -1.8% |
| 5Y | +24.1% | +77.3% | -53.1% | +2.1% |
| 10Y | +115.8% | +630.9% | -515.1% | +23.8% |
| All | +115.8% | +633.1% | -517.3% | +23.8% |
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