+115.6%
CRBG vs GRMN
+255.1%
-139.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | -0.2% |
| 7D | +0.6% | +2.4% | -1.9% | -0.4% |
| 30D | +2.6% | -8.5% | +11.1% | +6.1% |
| 3M | +24.0% | +19.5% | +4.5% | +14.3% |
| 6M | +50.5% | +21.2% | +29.3% | +37.4% |
| YTD | +17.1% | +41.0% | -23.9% | -0.1% |
| 1Y | +5.9% | +19.6% | -13.7% | -3.8% |
| 3Y | +122.7% | +183.8% | -61.1% | +30.4% |
| All | +115.6% | +255.1% | -139.4% | +5.0% |
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