+444.5%
CORZ vs GRMN
+125.0%
+319.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.8% |
| 7D | +16.6% | +0.2% | +16.4% | +16.5% |
| 30D | -10.9% | -11.3% | +0.5% | -7.6% |
| 3M | -31.0% | +17.7% | -48.7% | -35.4% |
| 6M | +26.0% | +14.2% | +11.9% | +19.4% |
| YTD | +28.6% | +37.0% | -8.4% | +13.4% |
| 1Y | +34.5% | +17.0% | +17.5% | +24.5% |
| All | +444.5% | +125.0% | +319.5% | +415.7% |
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