+605.7%
GRMN vs RRC
+71.8%
+533.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.6% |
| 7D | -0.1% | +2.5% | -2.6% | -0.3% |
| 30D | +3.5% | +21.1% | -17.6% | +1.4% |
| 3M | -7.3% | +28.4% | -35.7% | -9.8% |
| 6M | +21.8% | +26.5% | -4.7% | +18.5% |
| YTD | +42.8% | +47.0% | -4.2% | +36.6% |
| 1Y | +46.5% | +35.2% | +11.3% | +41.2% |
| 3Y | +158.3% | +61.0% | +97.3% | +143.7% |
| 5Y | +122.6% | +133.6% | -11.0% | +100.0% |
| All | +605.7% | +71.8% | +533.8% | +503.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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