+1,381.8%
COP vs GRMN
+7,042.9%
-5,661.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.9% |
| 7D | -8.4% | +6.4% | -14.8% | -9.9% |
| 30D | +0.3% | +8.7% | -8.5% | -2.0% |
| 3M | +15.1% | -5.8% | +20.9% | +16.2% |
| 6M | +19.8% | +22.5% | -2.8% | +12.6% |
| YTD | +46.8% | +45.6% | +1.2% | +31.1% |
| 1Y | +59.7% | +47.5% | +12.3% | +42.1% |
| 3Y | +28.7% | +166.2% | -137.5% | -3.9% |
| 5Y | +110.7% | +124.1% | -13.4% | +62.1% |
| 10Y | +298.3% | +668.0% | -369.7% | +130.2% |
| All | +1,381.8% | +7,042.9% | -5,661.1% | +495.0% |
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 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