+1,390.7%
CSGP vs GRMN
+6,910.7%
-5,520.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.3% |
| 7D | +13.9% | +2.3% | +11.6% | +13.1% |
| 30D | +16.0% | +2.6% | +13.4% | +15.3% |
| 3M | +6.1% | -5.0% | +11.1% | +7.8% |
| 6M | -8.2% | +23.1% | -31.2% | -14.3% |
| YTD | -52.3% | +42.9% | -95.2% | -57.6% |
| 1Y | -54.5% | +41.7% | -96.2% | -59.4% |
| 3Y | -58.6% | +160.7% | -219.3% | -69.6% |
| 5Y | -61.5% | +124.2% | -185.7% | -70.7% |
| 10Y | +74.7% | +684.8% | -610.1% | -5.8% |
| All | +1,390.7% | +6,910.7% | -5,520.0% | +396.3% |
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