+5,240.8%
GRMN vs RL
+2,129.6%
+3,111.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.1% |
| 3M | +15.0% | -4.0% | +19.0% | +16.1% |
| 6M | +11.2% | -1.9% | +13.1% | +10.8% |
| YTD | +37.7% | -0.2% | +37.9% | +36.4% |
| 1Y | +18.5% | +10.7% | +7.8% | +13.3% |
| 3Y | +175.8% | +210.8% | -35.0% | +85.6% |
| 5Y | +75.1% | +238.2% | -163.1% | +11.4% |
| 10Y | +637.0% | +313.4% | +323.7% | +295.5% |
| All | +5,240.8% | +2,129.6% | +3,111.2% | +1,639.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling