+245.6%
CRH vs GRMN
+677.8%
-432.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | -1.0% |
| 7D | -6.1% | +2.4% | -8.5% | -7.2% |
| 30D | -9.3% | -8.5% | -0.8% | -5.4% |
| 3M | -15.2% | +19.5% | -34.7% | -23.4% |
| 6M | -14.2% | +21.2% | -35.4% | -23.1% |
| YTD | -28.3% | +41.0% | -69.3% | -40.7% |
| 1Y | -21.8% | +19.6% | -41.4% | -30.2% |
| 3Y | +71.6% | +183.8% | -112.2% | -10.6% |
| 5Y | +96.6% | +83.0% | +13.6% | +29.2% |
| All | +245.6% | +677.8% | -432.1% | +13.1% |
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