+36.9%
CMS vs GRMN
+160.2%
-123.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -1.3% | +4.7% | -6.0% | -1.6% |
| 30D | +6.3% | +3.4% | +2.9% | +6.1% |
| 3M | -2.1% | -5.0% | +3.0% | -1.8% |
| 6M | -5.1% | +18.6% | -23.7% | -6.2% |
| YTD | +1.3% | +42.5% | -41.2% | -1.1% |
| 1Y | -1.4% | +42.3% | -43.7% | -3.7% |
| 3Y | +36.9% | +158.5% | -121.5% | +9.4% |
| All | +36.9% | +160.2% | -123.3% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling