+77.3%
GRMN vs CPB
-38.5%
+115.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.7% |
| 7D | +0.2% | -8.2% | +8.4% | +1.1% |
| 30D | -11.3% | -5.6% | -5.7% | -10.9% |
| 3M | +17.7% | +3.0% | +14.7% | +17.1% |
| 6M | +14.2% | -12.7% | +26.9% | +15.7% |
| YTD | +37.0% | -18.0% | +55.0% | +39.8% |
| 1Y | +17.0% | -31.7% | +48.7% | +22.1% |
| 3Y | +183.2% | -41.0% | +224.1% | +195.8% |
| 5Y | +77.3% | -38.4% | +115.7% | +80.2% |
| All | +77.3% | -38.5% | +115.8% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 5y: compounded portfolio wealth divided by compounded CPB 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…
5y analysis · Full analysis span regression · 6 months rolling