+34.7%
CMS vs GRMN
+122.2%
-87.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -1.3% | +4.7% | -6.0% | -1.8% |
| 30D | +6.3% | +3.4% | +2.9% | +5.9% |
| 3M | -2.1% | -5.0% | +3.0% | -1.6% |
| 6M | -5.1% | +18.6% | -23.7% | -7.2% |
| YTD | +1.3% | +42.5% | -41.2% | -3.6% |
| 1Y | -1.4% | +42.3% | -43.7% | -6.1% |
| 3Y | +36.9% | +158.5% | -121.5% | +11.9% |
| All | +34.7% | +122.2% | -87.6% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling