+669.0%
GRMN vs RNG
+222.9%
+446.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | +2.4% | -6.1% | +8.5% | +3.4% |
| 30D | -8.5% | +9.6% | -18.1% | -9.9% |
| 3M | +19.5% | +83.3% | -63.9% | +7.6% |
| 6M | +21.2% | +77.9% | -56.8% | +8.6% |
| YTD | +41.0% | +139.9% | -98.9% | +18.8% |
| 1Y | +19.6% | +121.7% | -102.1% | +1.8% |
| 3Y | +183.8% | +121.9% | +61.9% | +134.0% |
| 5Y | +83.0% | -68.4% | +151.4% | +89.3% |
| All | +669.0% | +222.9% | +446.1% | +358.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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