+212.8%
RDDT vs GRMN
+100.6%
+112.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.7% | -1.9% |
| 7D | +2.1% | +2.4% | -0.3% | +0.1% |
| 30D | +2.8% | -8.5% | +11.3% | +10.4% |
| 3M | -8.9% | +19.5% | -28.4% | -23.0% |
| 6M | +15.1% | +21.2% | -6.1% | -4.9% |
| YTD | -31.4% | +41.0% | -72.4% | -51.4% |
| 1Y | -39.4% | +19.6% | -59.0% | -50.7% |
| All | +212.8% | +100.6% | +112.2% | +55.1% |
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