+5,648.9%
CRM vs GRMN
+3,085.7%
+2,563.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -8.1% | -1.8% | -6.3% | -7.4% |
| 30D | +23.1% | -12.1% | +35.2% | +29.3% |
| 3M | +42.5% | +18.0% | +24.5% | +32.8% |
| 6M | +25.3% | +13.7% | +11.6% | +17.6% |
| YTD | -7.8% | +35.3% | -43.1% | -19.5% |
| 1Y | +1.0% | +17.2% | -16.2% | -7.1% |
| 3Y | +10.0% | +179.6% | -169.6% | -31.5% |
| 5Y | -3.9% | +75.6% | -79.4% | -28.2% |
| 10Y | +233.2% | +644.2% | -411.0% | +41.6% |
| All | +5,648.9% | +3,085.7% | +2,563.3% | +1,128.0% |
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