+644.1%
GRMN vs RL
+297.6%
+346.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -0.3% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -13.1% | -17.5% | +4.4% | -8.1% |
| 3M | +14.9% | -14.0% | +28.9% | +19.7% |
| 6M | +13.1% | -2.0% | +15.1% | +12.8% |
| YTD | +35.3% | -4.6% | +39.9% | +35.9% |
| 1Y | +16.0% | +9.5% | +6.5% | +11.8% |
| 3Y | +179.6% | +200.5% | -20.9% | +100.2% |
| 5Y | +75.0% | +226.3% | -151.2% | +19.7% |
| 10Y | +644.1% | +304.8% | +339.3% | +370.4% |
| All | +644.1% | +297.6% | +346.5% | +370.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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