+1,180.7%
CRH vs GRMN
+6,537.4%
-5,356.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -4.8% | -1.8% | -3.0% | -4.2% |
| 30D | -13.1% | -12.1% | -1.0% | -9.5% |
| 3M | -12.0% | +18.0% | -30.0% | -17.0% |
| 6M | -16.9% | +13.7% | -30.6% | -20.8% |
| YTD | -29.0% | +35.3% | -64.3% | -36.0% |
| 1Y | -20.3% | +17.2% | -37.6% | -25.2% |
| 3Y | +69.2% | +179.6% | -110.4% | +18.7% |
| 5Y | +94.6% | +75.6% | +19.1% | +56.1% |
| 10Y | +250.3% | +644.2% | -393.9% | +87.6% |
| All | +1,180.7% | +6,537.4% | -5,356.7% | +354.0% |
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 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