+75.6%
GRMN vs RNG
-70.1%
+145.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -1.8% | -9.6% | +7.8% | -0.3% |
| 30D | -12.1% | +8.8% | -20.9% | -13.4% |
| 3M | +18.0% | +78.6% | -60.6% | +6.7% |
| 6M | +13.7% | +70.3% | -56.6% | +2.6% |
| YTD | +35.3% | +140.3% | -105.0% | +13.6% |
| 1Y | +17.2% | +126.6% | -109.4% | -0.9% |
| 3Y | +179.6% | +120.2% | +59.4% | +129.7% |
| 5Y | +75.6% | -68.3% | +143.9% | +71.6% |
| All | +75.6% | -70.1% | +145.7% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling