+184.7%
GRMN vs RL
+214.6%
-30.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.7% |
| 7D | -2.9% | -0.8% | -2.1% | -2.6% |
| 30D | -8.4% | -7.8% | -0.7% | -6.0% |
| 3M | +15.0% | -4.0% | +19.0% | +16.0% |
| 6M | +11.2% | -1.9% | +13.1% | +10.7% |
| YTD | +37.7% | -0.2% | +37.9% | +36.1% |
| 1Y | +18.5% | +10.7% | +7.8% | +12.8% |
| All | +184.7% | +214.6% | -30.0% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling