+3,739.3%
CRS vs GRMN
+6,622.3%
-2,882.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.3% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | -19.6% | -11.3% | -8.3% | -15.2% |
| 3M | -8.1% | +17.7% | -25.8% | -15.9% |
| 6M | +18.6% | +14.2% | +4.4% | +9.9% |
| YTD | +45.9% | +37.0% | +8.8% | +23.6% |
| 1Y | +82.5% | +17.0% | +65.5% | +64.9% |
| 3Y | +648.9% | +183.2% | +465.7% | +345.2% |
| 5Y | +1,438.1% | +77.3% | +1,360.9% | +1,017.5% |
| 10Y | +1,327.0% | +630.9% | +696.1% | +498.8% |
| All | +3,739.3% | +6,622.3% | -2,882.9% | +644.8% |
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 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