+39.6%
CNH vs GRMN
+836.0%
-796.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.5% | -2.9% |
| 7D | +6.4% | -0.1% | +6.5% | +6.6% |
| 30D | -1.6% | +3.5% | -5.2% | -3.4% |
| 3M | +11.6% | -7.3% | +18.9% | +15.2% |
| 6M | +12.5% | +21.8% | -9.2% | 0.0% |
| YTD | +31.1% | +42.8% | -11.7% | +6.9% |
| 1Y | +17.0% | +46.5% | -29.5% | -5.8% |
| 3Y | +28.7% | +158.3% | -129.6% | -28.8% |
| 5Y | -17.4% | +122.6% | -140.0% | -51.2% |
| 10Y | +105.0% | +638.0% | -533.1% | -31.7% |
| All | +39.6% | +836.0% | -796.3% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling