+46.5%
GRMN vs CRL
+97.0%
-50.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | -0.1% | +8.9% | -9.0% | -1.0% |
| 30D | +3.5% | +14.0% | -10.4% | +1.0% |
| 3M | -7.3% | +19.8% | -27.2% | -10.4% |
| 6M | +21.8% | +102.0% | -80.3% | +6.9% |
| YTD | +42.8% | +70.8% | -28.1% | +30.7% |
| 1Y | +46.5% | +98.7% | -52.3% | +26.3% |
| All | +46.5% | +97.0% | -50.5% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling