+75.0%
GRMN vs RRC
+154.4%
-79.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -1.4% | -1.7% | +0.3% | -1.1% |
| 30D | -13.1% | +3.6% | -16.7% | -13.6% |
| 3M | +14.9% | +8.8% | +6.1% | +13.3% |
| 6M | +13.1% | +0.8% | +12.3% | +12.5% |
| YTD | +35.3% | +19.0% | +16.3% | +30.9% |
| 1Y | +16.0% | +22.9% | -6.9% | +11.5% |
| 3Y | +179.6% | +32.3% | +147.3% | +163.8% |
| 5Y | +75.0% | +151.6% | -76.6% | +57.4% |
| All | +75.0% | +154.4% | -79.3% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling