+68.0%
CNH vs GRMN
+802.5%
-734.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.1% |
| 7D | +23.3% | -2.9% | +26.1% | +24.9% |
| 30D | +33.5% | -8.4% | +41.9% | +39.0% |
| 3M | +32.7% | +15.0% | +17.7% | +21.8% |
| 6M | +22.2% | +11.2% | +11.0% | +14.0% |
| YTD | +57.7% | +37.7% | +20.0% | +31.3% |
| 1Y | +28.0% | +18.5% | +9.5% | +14.1% |
| 3Y | +11.5% | +175.8% | -164.3% | -40.8% |
| 5Y | +11.9% | +75.1% | -63.2% | -24.6% |
| 10Y | +162.8% | +637.0% | -474.2% | -11.9% |
| All | +68.0% | +802.5% | -734.6% | -50.2% |
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