+1,401.6%
CRS vs GRMN
+73.8%
+1,327.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.1% | -1.8% | -2.3% | -3.3% |
| 30D | -16.6% | -12.1% | -4.5% | -11.4% |
| 3M | -14.3% | +18.0% | -32.3% | -22.5% |
| 6M | +11.6% | +13.7% | -2.1% | +2.7% |
| YTD | +42.6% | +35.3% | +7.3% | +18.5% |
| 1Y | +81.8% | +17.2% | +64.6% | +62.1% |
| 3Y | +632.1% | +179.6% | +452.4% | +259.0% |
| 5Y | +1,401.6% | +75.6% | +1,326.1% | +674.8% |
| All | +1,401.6% | +73.8% | +1,327.8% | +674.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling