+5,147.3%
GRMN vs RRX
+1,364.3%
+3,783.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.3% |
| 7D | -1.4% | -0.7% | -0.7% | -1.1% |
| 30D | -13.1% | -8.0% | -5.1% | -10.4% |
| 3M | +14.9% | -25.1% | +40.0% | +25.3% |
| 6M | +13.1% | -18.3% | +31.4% | +17.4% |
| YTD | +35.3% | +14.2% | +21.1% | +21.4% |
| 1Y | +16.0% | +13.0% | +2.9% | +3.5% |
| 3Y | +179.6% | +4.2% | +175.4% | +142.6% |
| 5Y | +75.0% | +17.9% | +57.1% | +39.4% |
| 10Y | +644.1% | +220.4% | +423.7% | +260.7% |
| All | +5,147.3% | +1,364.3% | +3,783.1% | +1,348.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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