+132.3%
CMS vs GRMN
+693.0%
-560.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +0.1% |
| 7D | -0.9% | +6.4% | -7.3% | -2.1% |
| 30D | +7.1% | +8.7% | -1.7% | +5.3% |
| 3M | -1.3% | -5.8% | +4.5% | -0.3% |
| 6M | -2.7% | +22.5% | -25.2% | -7.1% |
| YTD | +2.6% | +45.6% | -43.0% | -6.1% |
| 1Y | -2.0% | +47.5% | -49.5% | -10.7% |
| 3Y | +39.6% | +166.2% | -126.6% | +4.2% |
| 5Y | +35.3% | +124.1% | -88.7% | +4.3% |
| 10Y | +132.3% | +668.0% | -535.7% | +38.0% |
| All | +132.3% | +693.0% | -560.7% | +38.0% |
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