+87.4%
COR vs GRMN
+182.7%
-95.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | +1.5% | -11.3% | +12.8% | +1.2% |
| 3M | +18.7% | +17.7% | +1.0% | +19.1% |
| 6M | -9.0% | +14.2% | -23.2% | -8.8% |
| YTD | -3.3% | +37.0% | -40.3% | -2.4% |
| 1Y | +9.8% | +17.0% | -7.2% | +10.4% |
| 3Y | +87.4% | +183.2% | -95.8% | +94.9% |
| All | +87.4% | +182.7% | -95.3% | +94.9% |
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