-3.6%
RMBS vs GRMN
+16.5%
-20.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +1.2% | -1.8% | +3.0% | +2.1% |
| 30D | -11.5% | -12.1% | +0.6% | -5.7% |
| 3M | -38.2% | +18.0% | -56.2% | -45.6% |
| 6M | -4.8% | +13.7% | -18.5% | -12.0% |
| YTD | -7.1% | +35.3% | -42.4% | -22.2% |
| All | -3.6% | +16.5% | -20.2% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling