+4,578.1%
CP vs GRMN
+6,890.4%
-2,312.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +2.8% | +4.7% | -2.0% | +1.5% |
| 30D | +10.2% | +3.4% | +6.8% | +9.1% |
| 3M | +2.4% | -5.0% | +7.4% | +3.6% |
| 6M | +7.7% | +18.6% | -10.9% | +1.8% |
| YTD | +26.0% | +42.5% | -16.5% | +12.6% |
| 1Y | +34.6% | +42.3% | -7.7% | +20.3% |
| 3Y | +26.7% | +158.5% | -131.8% | -7.2% |
| 5Y | +24.9% | +123.6% | -98.7% | -5.7% |
| 10Y | +258.6% | +682.5% | -423.9% | +92.4% |
| All | +4,578.1% | +6,890.4% | -2,312.3% | +1,373.7% |
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 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