+8.7%
CNH vs GRMN
+76.7%
-68.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.4% |
| 7D | +8.8% | +0.2% | +8.6% | +8.7% |
| 30D | +24.7% | -11.3% | +36.0% | +30.3% |
| 3M | +27.3% | +17.7% | +9.6% | +17.9% |
| 6M | +23.2% | +14.2% | +9.0% | +15.4% |
| YTD | +48.9% | +37.0% | +11.9% | +29.0% |
| 1Y | +19.4% | +17.0% | +2.4% | +9.7% |
| 3Y | +7.8% | +183.2% | -175.4% | -38.8% |
| 5Y | +8.7% | +77.3% | -68.5% | -29.6% |
| All | +8.7% | +76.7% | -68.0% | -29.6% |
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 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