+439.0%
CVS vs GRMN
+6,905.4%
-6,466.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.7% |
| 7D | +10.4% | -0.1% | +10.5% | +10.4% |
| 30D | +3.3% | +3.5% | -0.2% | +2.5% |
| 3M | -4.5% | -7.3% | +2.8% | -3.7% |
| 6M | -4.4% | +21.8% | -26.1% | -8.3% |
| YTD | +16.6% | +42.8% | -26.2% | +8.5% |
| 1Y | +15.3% | +46.5% | -31.2% | +6.8% |
| 3Y | +48.6% | +158.3% | -109.7% | +21.3% |
| 5Y | +12.9% | +122.6% | -109.7% | -6.3% |
| 10Y | +63.2% | +638.0% | -574.8% | +9.1% |
| All | +439.0% | +6,905.4% | -6,466.3% | +156.6% |
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 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