+184.0%
ROP vs GRMN
+665.4%
-481.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | 0.0% |
| 7D | -2.9% | +1.7% | -4.6% | -3.6% |
| 30D | +30.1% | +10.2% | +19.9% | +25.3% |
| 3M | +19.9% | -4.7% | +24.6% | +21.6% |
| 6M | +46.0% | +22.3% | +23.7% | +34.1% |
| YTD | +8.4% | +46.7% | -38.3% | -7.8% |
| 1Y | +8.8% | +49.6% | -40.8% | -8.3% |
| 3Y | -5.6% | +165.3% | -170.9% | -41.8% |
| 5Y | +3.0% | +130.3% | -127.3% | -33.4% |
| 10Y | +184.0% | +658.0% | -474.0% | +9.6% |
| All | +184.0% | +665.4% | -481.3% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling