+637.6%
GRMN vs RVTY
+139.0%
+498.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.4% | +0.9% |
| 7D | -1.8% | -7.4% | +5.6% | +1.2% |
| 30D | -12.1% | +4.5% | -16.6% | -13.8% |
| 3M | +18.0% | +19.5% | -1.5% | +9.3% |
| 6M | +13.7% | +34.1% | -20.4% | -0.3% |
| YTD | +35.3% | +25.3% | +10.0% | +21.4% |
| 1Y | +17.2% | +47.0% | -29.7% | -1.9% |
| 3Y | +179.6% | +14.1% | +165.5% | +151.1% |
| 5Y | +75.6% | -34.6% | +110.1% | +95.4% |
| All | +637.6% | +139.0% | +498.7% | +384.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RVTY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling