+155.8%
GRMN vs CRL
+97.9%
+57.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +1.2% | +11.9% | -10.7% | -2.0% |
| 3M | -8.9% | +20.2% | -29.1% | -13.3% |
| 6M | +23.0% | +107.5% | -84.5% | +2.1% |
| YTD | +41.2% | +69.4% | -28.2% | +22.3% |
| 1Y | +47.5% | +99.7% | -52.2% | +22.3% |
| 3Y | +155.8% | +98.8% | +57.0% | +111.2% |
| All | +155.8% | +97.9% | +57.8% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling