+110.7%
COP vs GRMN
+122.3%
-11.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.7% |
| 7D | -8.4% | +6.4% | -14.8% | -9.4% |
| 30D | +0.3% | +8.7% | -8.5% | -1.3% |
| 3M | +15.1% | -5.8% | +20.9% | +16.1% |
| 6M | +19.8% | +22.5% | -2.8% | +14.6% |
| YTD | +46.8% | +45.6% | +1.2% | +34.3% |
| 1Y | +59.7% | +47.5% | +12.3% | +45.7% |
| 3Y | +28.7% | +166.2% | -137.5% | +1.7% |
| 5Y | +110.7% | +124.1% | -13.4% | +91.1% |
| All | +110.7% | +122.3% | -11.6% | +91.1% |
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