+134.2%
RBRK vs GRMN
+107.5%
+26.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.8% | -4.2% |
| 7D | -7.5% | +2.4% | -9.9% | -8.4% |
| 30D | -10.4% | -8.5% | -2.0% | -7.1% |
| 3M | +21.3% | +19.5% | +1.8% | +12.5% |
| 6M | +50.6% | +21.2% | +29.5% | +37.9% |
| YTD | +13.3% | +41.0% | -27.7% | -3.6% |
| 1Y | +11.2% | +19.6% | -8.3% | +1.7% |
| All | +134.2% | +107.5% | +26.7% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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