+5,240.8%
GRMN vs CRL
+1,204.0%
+4,036.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | -2.9% | -1.0% | -1.8% | -2.6% |
| 30D | -8.4% | +10.7% | -19.1% | -10.9% |
| 3M | +15.0% | +55.3% | -40.3% | +1.5% |
| 6M | +11.2% | +60.7% | -49.4% | -3.8% |
| YTD | +37.7% | +44.6% | -6.9% | +22.2% |
| 1Y | +18.5% | +77.7% | -59.3% | -0.9% |
| 3Y | +175.8% | +37.6% | +138.2% | +136.1% |
| 5Y | +75.1% | -35.8% | +110.9% | +79.2% |
| 10Y | +637.0% | +241.7% | +395.3% | +375.6% |
| All | +5,240.8% | +1,204.0% | +4,036.9% | +2,351.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling