+60.4%
CVS vs GRMN
+628.7%
-568.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +6.6% | -0.9% | +7.4% | +6.7% |
| 30D | -0.4% | +1.2% | -1.6% | -0.9% |
| 3M | -5.3% | -8.9% | +3.7% | -3.9% |
| 6M | -7.7% | +23.0% | -30.7% | -12.1% |
| YTD | +16.0% | +41.2% | -25.2% | +6.9% |
| 1Y | +16.2% | +47.5% | -31.3% | +6.0% |
| 3Y | +47.6% | +155.8% | -108.2% | +11.5% |
| 5Y | +12.3% | +120.2% | -107.8% | -12.4% |
| All | +60.4% | +628.7% | -568.3% | -7.9% |
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