+605.7%
GRMN vs CRL
+354.1%
+251.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -0.1% | +8.9% | -9.0% | -2.6% |
| 30D | +3.5% | +14.0% | -10.4% | -1.3% |
| 3M | -7.3% | +19.8% | -27.2% | -13.2% |
| 6M | +21.8% | +102.0% | -80.3% | -4.0% |
| YTD | +42.8% | +70.8% | -28.1% | +17.2% |
| 1Y | +46.5% | +98.7% | -52.3% | +14.4% |
| 3Y | +158.3% | +98.2% | +60.1% | +89.8% |
| 5Y | +122.6% | -11.7% | +134.3% | +111.7% |
| All | +605.7% | +354.1% | +251.6% | +295.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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