+407.4%
COR vs GRMN
+628.0%
-220.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.2% |
| 7D | -3.9% | -1.4% | -2.5% | -3.6% |
| 30D | -0.3% | -13.1% | +12.8% | +2.3% |
| 3M | +15.9% | +14.9% | +0.9% | +12.1% |
| 6M | -10.3% | +13.1% | -23.4% | -13.2% |
| YTD | -3.7% | +35.3% | -39.0% | -10.6% |
| 1Y | +9.1% | +16.0% | -6.9% | +4.4% |
| 3Y | +86.6% | +179.6% | -93.0% | +31.4% |
| 5Y | +180.9% | +75.0% | +105.9% | +134.4% |
| 10Y | +407.4% | +644.1% | -236.7% | +119.1% |
| All | +407.4% | +628.0% | -220.6% | +119.1% |
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