+20.1%
COP vs GRMN
+184.1%
-163.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +3.0% | -2.9% | +5.9% | +3.4% |
| 30D | +17.5% | -8.4% | +25.9% | +18.9% |
| 3M | +13.4% | +15.0% | -1.6% | +10.6% |
| 6M | +17.7% | +11.2% | +6.5% | +15.2% |
| YTD | +46.6% | +37.7% | +8.9% | +37.1% |
| 1Y | +44.6% | +18.5% | +26.1% | +39.0% |
| All | +20.1% | +184.1% | -163.9% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling