+224.3%
CTVA vs GRMN
+317.3%
-93.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | +12.0% | -11.3% | +23.4% | +16.5% |
| 3M | +13.5% | +17.7% | -4.2% | +6.4% |
| 6M | +12.1% | +14.2% | -2.1% | +5.6% |
| YTD | +29.0% | +37.0% | -8.0% | +13.2% |
| 1Y | +18.9% | +17.0% | +1.9% | +9.7% |
| 3Y | +78.9% | +183.2% | -104.3% | +4.2% |
| 5Y | +105.2% | +77.3% | +28.0% | +56.4% |
| All | +224.3% | +317.3% | -93.0% | +16.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling