+2.3%
ROP vs GRMN
+122.8%
-120.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +0.2% | +6.3% | -6.2% | -1.6% |
| 30D | +30.3% | +7.6% | +22.8% | +27.5% |
| 3M | +17.8% | -7.5% | +25.2% | +20.1% |
| 6M | +38.9% | +21.2% | +17.7% | +30.5% |
| YTD | +7.6% | +44.0% | -36.4% | -4.4% |
| 1Y | +6.5% | +44.7% | -38.2% | -5.6% |
| 3Y | -6.3% | +160.5% | -166.8% | -36.5% |
| All | +2.3% | +122.8% | -120.5% | -28.5% |
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 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