+597.9%
GRMN vs RBA
+207.2%
+390.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -0.9% | +1.7% | -2.6% | -1.4% |
| 30D | +1.2% | +8.3% | -7.2% | -1.2% |
| 3M | -8.9% | +10.5% | -19.5% | -11.7% |
| 6M | +23.0% | -5.9% | +28.9% | +23.9% |
| YTD | +41.2% | -6.9% | +48.1% | +42.1% |
| 1Y | +47.5% | -4.9% | +52.4% | +47.4% |
| 3Y | +155.8% | +64.5% | +91.3% | +118.8% |
| 5Y | +120.2% | +46.1% | +74.1% | +90.0% |
| All | +597.9% | +207.2% | +390.7% | +361.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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