-17.8%
RMD vs GRMN
+16.1%
-33.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -4.7% | -1.4% | -3.3% | -4.4% |
| 30D | +0.2% | -13.1% | +13.3% | +3.7% |
| 3M | +12.0% | +14.9% | -2.9% | +7.3% |
| 6M | -12.5% | +13.1% | -25.6% | -16.0% |
| YTD | -7.9% | +35.3% | -43.2% | -15.5% |
| All | -17.8% | +16.1% | -33.9% | -22.6% |
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