+19.6%
GRMN vs CAI
-26.7%
+46.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +4.1% |
| 7D | +2.4% | -2.9% | +5.3% | +2.8% |
| 30D | -8.5% | +9.3% | -17.8% | -9.5% |
| 3M | +19.5% | +35.2% | -15.8% | +14.8% |
| 6M | +21.2% | +30.7% | -9.5% | +15.8% |
| YTD | +41.0% | -9.8% | +50.8% | +39.7% |
| 1Y | +19.6% | -28.9% | +48.4% | +21.7% |
| All | +19.6% | -26.7% | +46.3% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling