+165.6%
GRMN vs RRC
+60.0%
+105.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +1.7% | -0.5% | +2.1% | +1.7% |
| 30D | +10.2% | +25.2% | -15.0% | +4.8% |
| 3M | -4.7% | +27.8% | -32.5% | -9.9% |
| 6M | +22.3% | +27.2% | -4.9% | +15.4% |
| YTD | +46.7% | +48.2% | -1.5% | +32.1% |
| 1Y | +49.6% | +34.7% | +14.9% | +38.1% |
| All | +165.6% | +60.0% | +105.6% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling