+43.1%
COF vs GRMN
+81.6%
-38.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-11 to 2026-09-11.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.7% | -1.5% |
| 7D | -5.1% | +2.4% | -7.6% | -6.3% |
| 30D | -6.0% | -8.5% | +2.4% | -2.0% |
| 3M | +14.8% | +19.5% | -4.6% | +3.6% |
| 6M | +15.3% | +21.2% | -5.9% | +3.0% |
| YTD | -13.0% | +41.0% | -54.1% | -28.6% |
| 1Y | -5.7% | +19.6% | -25.3% | -16.1% |
| 3Y | +118.1% | +183.8% | -65.7% | +11.8% |
| All | +43.1% | +81.6% | -38.5% | -12.2% |
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 2021-09-11 to 2026-09-11: 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…
2021-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling