+789.8%
GRMN vs RNG
+309.1%
+480.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.2% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | -11.3% | +11.4% | -22.7% | -12.9% |
| 3M | +17.7% | +72.1% | -54.4% | +7.5% |
| 6M | +14.2% | +67.9% | -53.8% | +3.7% |
| YTD | +37.0% | +144.3% | -107.3% | +16.0% |
| 1Y | +17.0% | +117.5% | -100.5% | +0.6% |
| 3Y | +183.2% | +123.9% | +59.3% | +135.3% |
| 5Y | +77.3% | -70.1% | +147.4% | +83.9% |
| 10Y | +630.9% | +215.9% | +415.0% | +407.5% |
| All | +789.8% | +309.1% | +480.7% | +495.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling