+75.0%
GRMN vs RVTY
-34.2%
+109.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -0.3% |
| 7D | -1.4% | -5.4% | +4.0% | +0.6% |
| 30D | -13.1% | +6.7% | -19.8% | -15.3% |
| 3M | +14.9% | +19.0% | -4.1% | +7.1% |
| 6M | +13.1% | +34.6% | -21.5% | -0.3% |
| YTD | +35.3% | +28.3% | +7.0% | +20.9% |
| 1Y | +16.0% | +46.0% | -30.0% | -2.0% |
| 3Y | +179.6% | +16.9% | +162.7% | +151.6% |
| 5Y | +75.0% | -32.9% | +107.9% | +94.9% |
| All | +75.0% | -34.2% | +109.2% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling