-21.7%
RMD vs GRMN
+77.9%
-99.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | -4.5% | +0.2% | -4.6% | -4.5% |
| 30D | +4.6% | -11.3% | +15.9% | +8.5% |
| 3M | +14.8% | +17.7% | -2.9% | +8.5% |
| 6M | -12.1% | +14.2% | -26.2% | -16.3% |
| YTD | -7.5% | +37.0% | -44.5% | -17.1% |
| 1Y | -20.1% | +17.0% | -37.1% | -25.0% |
| 3Y | +53.9% | +183.2% | -129.3% | -2.1% |
| All | -21.7% | +77.9% | -99.7% | -44.0% |
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