+1,337.7%
CSGP vs GRMN
+6,655.2%
-5,317.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -4.1% | -2.9% | -1.2% | -3.3% |
| 30D | +2.3% | -8.4% | +10.8% | +5.0% |
| 3M | -8.2% | +15.0% | -23.2% | -12.5% |
| 6M | -35.1% | +11.2% | -46.3% | -37.8% |
| YTD | -54.0% | +37.7% | -91.7% | -58.7% |
| 1Y | -65.3% | +18.5% | -83.8% | -67.4% |
| 3Y | -62.6% | +175.8% | -238.4% | -73.1% |
| 5Y | -64.8% | +75.1% | -139.9% | -71.3% |
| 10Y | +45.1% | +637.0% | -591.9% | -20.4% |
| All | +1,337.7% | +6,655.2% | -5,317.5% | +383.4% |
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 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