+223.2%
CP vs GRMN
+633.1%
-409.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +2.4% | +0.2% | +2.2% | +2.4% |
| 30D | -0.5% | -11.3% | +10.8% | +3.9% |
| 3M | +1.4% | +17.7% | -16.3% | -5.4% |
| 6M | +10.3% | +14.2% | -3.8% | +3.7% |
| YTD | +24.3% | +37.0% | -12.7% | +8.3% |
| 1Y | +20.4% | +17.0% | +3.5% | +11.1% |
| 3Y | +21.8% | +183.2% | -161.4% | -28.2% |
| 5Y | +31.5% | +77.3% | -45.7% | -4.2% |
| 10Y | +223.2% | +630.9% | -407.7% | +25.0% |
| All | +223.2% | +633.1% | -409.9% | +25.0% |
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 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