+44.1%
CSGP vs GRMN
+634.2%
-590.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -4.1% | -2.9% | -1.2% | -2.8% |
| 30D | +2.3% | -8.4% | +10.8% | +6.3% |
| 3M | -8.2% | +15.0% | -23.2% | -14.8% |
| 6M | -35.1% | +11.2% | -46.3% | -39.2% |
| YTD | -54.0% | +37.7% | -91.7% | -61.1% |
| 1Y | -65.3% | +18.5% | -83.8% | -68.6% |
| 3Y | -62.6% | +175.8% | -238.4% | -78.5% |
| 5Y | -64.8% | +75.1% | -139.9% | -75.0% |
| All | +44.1% | +634.2% | -590.0% | -48.5% |
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