+2.0%
RDW vs GRMN
+161.3%
-159.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -4.9% |
| 7D | +0.9% | +2.4% | -1.6% | -0.8% |
| 30D | -21.3% | -8.5% | -12.8% | -16.9% |
| 3M | -37.9% | +19.5% | -57.3% | -46.2% |
| 6M | +12.3% | +21.2% | -8.9% | -3.0% |
| YTD | +39.7% | +41.0% | -1.3% | +8.2% |
| 1Y | +25.7% | +19.6% | +6.1% | +8.4% |
| 3Y | +230.8% | +183.8% | +47.0% | +47.6% |
| 5Y | -8.8% | +83.0% | -91.8% | -53.4% |
| All | +2.0% | +161.3% | -159.3% | -52.3% |
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