+336.7%
COP vs GRMN
+628.7%
-292.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.0% |
| 7D | +4.4% | -0.9% | +5.3% | +4.7% |
| 30D | 0.0% | +1.2% | -1.2% | -0.9% |
| 3M | +15.0% | -8.9% | +23.9% | +18.2% |
| 6M | +22.0% | +23.0% | -1.0% | +10.5% |
| YTD | +55.3% | +41.2% | +14.1% | +30.8% |
| 1Y | +64.1% | +47.5% | +16.6% | +35.6% |
| 3Y | +34.1% | +155.8% | -121.7% | -20.6% |
| 5Y | +133.4% | +120.2% | +13.2% | +48.0% |
| All | +336.7% | +628.7% | -292.0% | +45.0% |
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