+43.1%
COF vs GRMN
+80.9%
-37.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.3% | -1.3% |
| 7D | -5.1% | +2.0% | -7.2% | -6.1% |
| 30D | -6.0% | -8.8% | +2.8% | -1.8% |
| 3M | +14.8% | +19.0% | -4.2% | +3.8% |
| 6M | +15.3% | +20.7% | -5.4% | +3.2% |
| YTD | -13.0% | +40.5% | -53.6% | -28.5% |
| 1Y | -5.7% | +19.1% | -24.8% | -16.0% |
| 3Y | +118.1% | +182.7% | -64.6% | +12.0% |
| All | +43.1% | +80.9% | -37.8% | -12.1% |
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