+240.5%
RMBS vs GRMN
+119.5%
+121.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.6% |
| 7D | +10.3% | -0.9% | +11.2% | +11.0% |
| 30D | -10.7% | +1.2% | -11.9% | -11.7% |
| 3M | -17.2% | -8.9% | -8.3% | -13.4% |
| 6M | -39.0% | +23.0% | -62.0% | -47.0% |
| YTD | -10.5% | +41.2% | -51.7% | -27.4% |
| 1Y | -11.0% | +47.5% | -58.5% | -29.4% |
| 3Y | +31.3% | +155.8% | -124.4% | -27.4% |
| All | +240.5% | +119.5% | +121.0% | +119.0% |
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