-24.2%
ROP vs GRMN
+15.7%
-40.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.0% |
| 7D | -6.1% | -1.4% | -4.7% | -5.8% |
| 30D | -3.4% | -13.1% | +9.7% | 0.0% |
| 3M | +16.7% | +14.9% | +1.7% | +12.2% |
| 6M | +8.1% | +13.1% | -5.0% | +4.0% |
| YTD | -11.7% | +35.3% | -47.0% | -19.6% |
| 1Y | -24.2% | +16.0% | -40.2% | -29.1% |
| All | -24.2% | +15.7% | -40.0% | -29.1% |
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