+5,027.3%
COR vs GRMN
+7,095.1%
-2,067.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.1% |
| 7D | -1.2% | +1.7% | -2.8% | -1.4% |
| 30D | +7.6% | +10.2% | -2.5% | +6.2% |
| 3M | +5.0% | -4.7% | +9.7% | +5.6% |
| 6M | +35.3% | +22.3% | +13.0% | +30.9% |
| YTD | +4.2% | +46.7% | -42.5% | -2.1% |
| 1Y | -3.4% | +49.6% | -53.1% | -9.6% |
| 3Y | +81.1% | +165.3% | -84.2% | +52.0% |
| 5Y | +195.8% | +130.3% | +65.5% | +151.4% |
| 10Y | +493.6% | +658.0% | -164.4% | +322.3% |
| All | +5,027.3% | +7,095.1% | -2,067.8% | +2,529.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling