+160.6%
GRMN vs RBA
+44.6%
+115.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | +4.7% | +4.3% | +0.5% | +3.5% |
| 30D | +3.4% | +16.3% | -12.9% | -1.3% |
| 3M | -5.0% | +1.3% | -6.3% | -5.6% |
| 6M | +18.6% | -11.1% | +29.6% | +21.6% |
| YTD | +42.5% | -8.5% | +51.0% | +43.5% |
| 1Y | +42.3% | -2.1% | +44.4% | +39.8% |
| All | +160.6% | +44.6% | +115.9% | +146.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling