+342.5%
RCL vs GRMN
+628.0%
-285.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -0.9% |
| 7D | -2.2% | -1.4% | -0.8% | -1.3% |
| 30D | -15.7% | -13.1% | -2.6% | -7.4% |
| 3M | -8.0% | +14.9% | -22.9% | -17.7% |
| 6M | -10.1% | +13.1% | -23.2% | -18.8% |
| YTD | -5.9% | +35.3% | -41.2% | -25.7% |
| 1Y | -23.5% | +16.0% | -39.5% | -33.1% |
| 3Y | +174.4% | +179.6% | -5.2% | +13.6% |
| 5Y | +227.1% | +75.0% | +152.1% | +94.1% |
| 10Y | +342.5% | +644.1% | -301.6% | +15.3% |
| All | +342.5% | +628.0% | -285.5% | +15.3% |
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