-61.5%
CSGP vs GRMN
+121.9%
-183.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.2% |
| 7D | +13.9% | +2.3% | +11.6% | +12.7% |
| 30D | +16.0% | +2.6% | +13.4% | +15.1% |
| 3M | +6.1% | -5.0% | +11.1% | +8.4% |
| 6M | -8.2% | +23.1% | -31.2% | -16.7% |
| YTD | -52.3% | +42.9% | -95.2% | -59.8% |
| 1Y | -54.5% | +41.7% | -96.2% | -61.6% |
| 3Y | -58.6% | +160.7% | -219.3% | -74.9% |
| 5Y | -61.5% | +124.2% | -185.7% | -74.4% |
| All | -61.5% | +121.9% | -183.4% | -74.4% |
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