+16.0%
GRMN vs RL
+9.8%
+6.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -0.1% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -13.1% | -17.5% | +4.4% | -7.2% |
| 3M | +14.9% | -14.0% | +28.9% | +20.6% |
| 6M | +13.1% | -2.0% | +15.1% | +11.7% |
| YTD | +35.3% | -4.6% | +39.9% | +34.8% |
| 1Y | +16.0% | +9.5% | +6.5% | +8.7% |
| All | +16.0% | +9.8% | +6.2% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling