-3.6%
CMS vs GRMN
+43.5%
-47.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -0.5% | +4.7% | -5.2% | -0.6% |
| 30D | +7.2% | +3.4% | +3.8% | +7.1% |
| 3M | -1.3% | -5.0% | +3.8% | -1.3% |
| 6M | -4.3% | +18.6% | -22.9% | -4.7% |
| YTD | +2.1% | +42.5% | -40.4% | +2.2% |
| All | -3.6% | +43.5% | -47.1% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling