+257.6%
CP vs GRMN
+693.0%
-435.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.2% |
| 7D | +2.8% | +6.4% | -3.6% | +0.5% |
| 30D | +11.3% | +8.7% | +2.6% | +7.8% |
| 3M | +2.9% | -5.8% | +8.6% | +4.8% |
| 6M | +9.8% | +22.5% | -12.8% | +0.5% |
| YTD | +28.5% | +45.6% | -17.1% | +9.3% |
| 1Y | +33.5% | +47.5% | -14.0% | +12.8% |
| 3Y | +31.9% | +166.2% | -134.3% | -19.2% |
| 5Y | +25.5% | +124.1% | -98.6% | -18.0% |
| 10Y | +257.6% | +668.0% | -410.5% | +41.5% |
| All | +257.6% | +693.0% | -435.4% | +41.5% |
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