+119.3%
GRMN vs RBA
+44.1%
+75.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 3M | -5.0% | +1.3% | -6.3% | -5.6% |
| 6M | +18.6% | -11.1% | +29.6% | +21.5% |
| YTD | +42.5% | -8.5% | +51.0% | +43.9% |
| 1Y | +42.3% | -2.1% | +44.4% | +40.8% |
| 3Y | +158.5% | +44.6% | +113.9% | +132.3% |
| All | +119.3% | +44.1% | +75.2% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling