+491.6%
COR vs GRMN
+651.6%
-160.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.1% |
| 7D | +2.4% | +6.3% | -3.9% | +1.2% |
| 30D | +7.7% | +7.6% | +0.1% | +6.2% |
| 3M | +7.5% | -7.5% | +15.0% | +8.9% |
| 6M | +34.1% | +21.2% | +12.9% | +28.3% |
| YTD | +3.9% | +44.0% | -40.2% | -4.7% |
| 1Y | -3.6% | +44.7% | -48.4% | -11.8% |
| 3Y | +80.5% | +160.5% | -80.0% | +32.2% |
| 5Y | +194.9% | +124.6% | +70.2% | +125.5% |
| All | +491.6% | +651.6% | -160.0% | +175.4% |
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