+241.9%
CORZ vs GRMN
+134.0%
+107.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.4% |
| 7D | -11.2% | +4.7% | -16.0% | -12.6% |
| 30D | -26.2% | +3.4% | -29.6% | -27.2% |
| 3M | -44.1% | -5.0% | -39.1% | -43.5% |
| 6M | -52.3% | +18.6% | -70.8% | -55.5% |
| YTD | -19.2% | +42.5% | -61.7% | -29.9% |
| 1Y | -42.9% | +42.3% | -85.2% | -50.3% |
| All | +241.9% | +134.0% | +107.9% | +218.8% |
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