+34.5%
CMS vs GRMN
+119.5%
-85.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.8% |
| 7D | +1.7% | -0.9% | +2.6% | +1.8% |
| 30D | +6.2% | +1.2% | +5.0% | +6.0% |
| 3M | +0.6% | -8.9% | +9.5% | +1.6% |
| 6M | -1.8% | +23.0% | -24.8% | -4.4% |
| YTD | +3.8% | +41.2% | -37.4% | -1.0% |
| 1Y | -1.8% | +47.5% | -49.3% | -7.0% |
| 3Y | +39.8% | +155.8% | -115.9% | +14.4% |
| All | +34.5% | +119.5% | -85.0% | +8.9% |
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