+53.1%
RGTI vs GRMN
+119.1%
-66.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.1% | -1.8% | +1.7% | +1.1% |
| 30D | -16.2% | -12.1% | -4.1% | -8.3% |
| 3M | -22.0% | +18.0% | -40.0% | -32.8% |
| 6M | -10.8% | +13.7% | -24.5% | -20.0% |
| YTD | -31.6% | +35.3% | -66.9% | -46.1% |
| 1Y | -6.4% | +17.2% | -23.6% | -19.0% |
| 3Y | +665.7% | +179.6% | +486.0% | +263.7% |
| 5Y | +55.6% | +75.6% | -19.9% | -26.1% |
| All | +53.1% | +119.1% | -66.0% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling