+77.3%
GRMN vs RL
+241.4%
-164.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +0.2% | +1.9% | -1.7% | -0.5% |
| 30D | -11.3% | -12.2% | +0.9% | -7.3% |
| 3M | +17.7% | -6.6% | +24.4% | +20.0% |
| 6M | +14.2% | +3.2% | +11.0% | +11.6% |
| YTD | +37.0% | -1.3% | +38.3% | +36.0% |
| 1Y | +17.0% | +13.6% | +3.4% | +10.2% |
| 3Y | +183.2% | +210.9% | -27.7% | +84.4% |
| 5Y | +77.3% | +246.9% | -169.6% | +6.3% |
| All | +77.3% | +241.4% | -164.2% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling