+331.9%
RCL vs GRMN
+628.7%
-296.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.1% |
| 7D | -1.2% | -0.9% | -0.3% | -0.6% |
| 30D | +17.8% | +1.2% | +16.7% | +16.7% |
| 3M | +4.9% | -8.9% | +13.9% | +10.8% |
| 6M | +23.7% | +23.0% | +0.7% | +4.8% |
| YTD | +17.8% | +41.2% | -23.4% | -10.3% |
| 1Y | +28.9% | +47.5% | -18.6% | -4.8% |
| 3Y | +241.9% | +155.8% | +86.1% | +53.3% |
| 5Y | +295.4% | +120.2% | +175.2% | +96.9% |
| All | +331.9% | +628.7% | -296.8% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling