+1,419.1%
COP vs GRMN
+7,095.1%
-5,675.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.2% | +1.2% |
| 7D | +0.7% | +1.7% | -1.0% | +0.3% |
| 30D | +0.2% | +10.2% | -10.0% | -2.4% |
| 3M | +10.2% | -4.7% | +14.9% | +11.0% |
| 6M | +20.1% | +22.3% | -2.2% | +13.0% |
| YTD | +50.5% | +46.7% | +3.9% | +34.2% |
| 1Y | +56.8% | +49.6% | +7.2% | +39.0% |
| 3Y | +30.3% | +165.3% | -135.0% | -2.6% |
| 5Y | +126.8% | +130.3% | -3.5% | +73.3% |
| 10Y | +325.0% | +658.0% | -333.0% | +146.3% |
| All | +1,419.1% | +7,095.1% | -5,675.9% | +508.9% |
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