+80.1%
COR vs GRMN
+163.9%
-83.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.7% |
| 7D | +2.3% | +6.4% | -4.0% | +2.4% |
| 30D | +6.8% | +8.7% | -2.0% | +7.0% |
| 3M | +8.1% | -5.8% | +13.9% | +7.8% |
| 6M | +33.0% | +22.5% | +10.4% | +33.6% |
| YTD | +3.0% | +45.6% | -42.6% | +4.3% |
| 1Y | -3.4% | +47.5% | -50.9% | -2.1% |
| 3Y | +80.1% | +166.2% | -86.1% | +102.0% |
| All | +80.1% | +163.9% | -83.7% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling