+1,379.5%
COP vs GRMN
+6,655.2%
-5,275.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +3.0% | -2.9% | +5.9% | +3.7% |
| 30D | +17.5% | -8.4% | +25.9% | +20.0% |
| 3M | +13.4% | +15.0% | -1.6% | +8.8% |
| 6M | +17.7% | +11.2% | +6.5% | +13.3% |
| YTD | +46.6% | +37.7% | +8.9% | +33.3% |
| 1Y | +44.6% | +18.5% | +26.1% | +36.1% |
| 3Y | +20.7% | +175.8% | -155.1% | -10.6% |
| 5Y | +185.0% | +75.1% | +109.9% | +134.0% |
| 10Y | +347.0% | +637.0% | -290.0% | +162.0% |
| All | +1,379.5% | +6,655.2% | -5,275.7% | +504.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling