+476.6%
CVS vs GRMN
+6,655.2%
-6,178.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +4.0% | -2.9% | +6.8% | +4.4% |
| 30D | -2.4% | -8.4% | +6.0% | -1.0% |
| 3M | +2.7% | +15.0% | -12.3% | -0.2% |
| 6M | +21.9% | +11.2% | +10.7% | +18.9% |
| YTD | +24.7% | +37.7% | -13.0% | +17.1% |
| 1Y | +35.4% | +18.5% | +17.0% | +30.2% |
| 3Y | +65.2% | +175.8% | -110.6% | +33.4% |
| 5Y | +30.5% | +75.1% | -44.5% | +13.3% |
| 10Y | +40.4% | +637.0% | -596.7% | -5.9% |
| All | +476.6% | +6,655.2% | -6,178.6% | +177.0% |
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