+191.7%
COP vs GRMN
+76.7%
+115.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | +15.6% | -11.3% | +26.9% | +18.0% |
| 3M | +14.3% | +17.7% | -3.4% | +10.5% |
| 6M | +17.0% | +14.2% | +2.8% | +13.3% |
| YTD | +47.4% | +37.0% | +10.4% | +36.9% |
| 1Y | +52.4% | +17.0% | +35.4% | +46.0% |
| 3Y | +20.8% | +183.2% | -162.4% | -5.2% |
| 5Y | +191.7% | +77.3% | +114.4% | +152.0% |
| All | +191.7% | +76.7% | +115.0% | +152.0% |
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 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