-4.7%
RMD vs GRMN
+49.2%
-53.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.3% |
| 7D | -0.8% | +1.7% | -2.5% | -1.3% |
| 30D | +1.7% | +10.2% | -8.5% | -1.0% |
| 3M | +6.4% | -4.7% | +11.1% | +7.5% |
| 6M | +20.7% | +22.3% | -1.6% | +12.5% |
| YTD | -0.2% | +46.7% | -46.8% | -13.3% |
| All | -4.7% | +49.2% | -53.9% | -18.5% |
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