+34.8%
CNH vs GRMN
+834.0%
-799.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.0% | +2.9% |
| 7D | -1.7% | +4.7% | -6.4% | -4.0% |
| 30D | -7.2% | +3.4% | -10.6% | -9.0% |
| 3M | +6.5% | -5.0% | +11.6% | +8.5% |
| 6M | +7.9% | +18.6% | -10.7% | -3.0% |
| YTD | +26.6% | +42.5% | -15.9% | +3.2% |
| 1Y | +13.8% | +42.3% | -28.6% | -7.2% |
| 3Y | +9.2% | +158.5% | -149.3% | -39.7% |
| 5Y | -15.6% | +123.6% | -139.1% | -50.3% |
| 10Y | +119.2% | +682.5% | -563.3% | -28.7% |
| All | +34.8% | +834.0% | -799.1% | -60.9% |
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 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