+658.0%
GRMN vs RL
+347.1%
+310.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.2% |
| 7D | +1.7% | -4.4% | +6.0% | +2.9% |
| 30D | +10.2% | +5.6% | +4.6% | +8.4% |
| 3M | -4.7% | -0.6% | -4.1% | -4.8% |
| 6M | +22.3% | +15.5% | +6.8% | +16.3% |
| YTD | +46.7% | +12.3% | +34.3% | +40.3% |
| 1Y | +49.6% | +19.3% | +30.3% | +40.5% |
| 3Y | +165.3% | +255.5% | -90.3% | +80.8% |
| 5Y | +130.3% | +247.1% | -116.7% | +54.2% |
| 10Y | +658.0% | +346.0% | +312.0% | +365.7% |
| All | +658.0% | +347.1% | +310.9% | +365.7% |
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