+238.9%
CRM vs GRMN
+677.8%
-438.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | 0.0% |
| 7D | -4.4% | +2.4% | -6.9% | -5.5% |
| 30D | +28.1% | -8.5% | +36.6% | +33.2% |
| 3M | +48.8% | +19.5% | +29.4% | +36.3% |
| 6M | +28.3% | +21.2% | +7.1% | +15.7% |
| YTD | -6.0% | +41.0% | -47.1% | -21.6% |
| 1Y | +1.4% | +19.6% | -18.1% | -9.0% |
| 3Y | +11.8% | +183.8% | -171.9% | -40.5% |
| 5Y | -2.0% | +83.0% | -85.0% | -35.0% |
| All | +238.9% | +677.8% | -438.9% | +17.5% |
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