+340.2%
COP vs GRMN
+628.0%
-287.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.6% |
| 7D | -0.5% | -1.4% | +0.9% | 0.0% |
| 30D | +11.7% | -13.1% | +24.8% | +17.5% |
| 3M | +17.7% | +14.9% | +2.7% | +10.4% |
| 6M | +18.3% | +13.1% | +5.2% | +10.7% |
| YTD | +49.1% | +35.3% | +13.8% | +28.7% |
| 1Y | +53.3% | +16.0% | +37.3% | +40.2% |
| 3Y | +22.2% | +179.6% | -157.4% | -30.9% |
| 5Y | +193.3% | +75.0% | +118.3% | +114.8% |
| 10Y | +340.2% | +644.1% | -303.9% | +51.3% |
| All | +340.2% | +628.0% | -287.8% | +51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling