+160.7%
CNH vs GRMN
+628.0%
-467.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.9% |
| 7D | +1.8% | -1.4% | +3.2% | +2.6% |
| 30D | +32.6% | -13.1% | +45.7% | +42.3% |
| 3M | +29.4% | +14.9% | +14.5% | +17.9% |
| 6M | +26.0% | +13.1% | +12.9% | +15.8% |
| YTD | +52.2% | +35.3% | +16.9% | +25.9% |
| 1Y | +23.9% | +16.0% | +7.9% | +10.6% |
| 3Y | +10.1% | +179.6% | -169.5% | -47.1% |
| 5Y | +13.2% | +75.0% | -61.9% | -26.6% |
| 10Y | +160.7% | +644.1% | -483.5% | -31.0% |
| All | +160.7% | +628.0% | -467.4% | -31.0% |
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