+492.2%
COR vs GRMN
+628.7%
-136.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.2% |
| 7D | +7.8% | -0.9% | +8.7% | +8.0% |
| 30D | +7.0% | +1.2% | +5.8% | +6.7% |
| 3M | +16.3% | -8.9% | +25.2% | +18.1% |
| 6M | +41.3% | +23.0% | +18.3% | +34.7% |
| YTD | +7.1% | +41.2% | -34.1% | -1.3% |
| 1Y | -0.8% | +47.5% | -48.3% | -9.6% |
| 3Y | +85.0% | +155.8% | -70.8% | +36.1% |
| 5Y | +203.9% | +120.2% | +83.7% | +133.6% |
| All | +492.2% | +628.7% | -136.5% | +175.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling