-15.3%
ROP vs GRMN
+76.7%
-92.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -5.4% | +0.2% | -5.6% | -5.5% |
| 30D | -1.6% | -11.3% | +9.7% | +1.7% |
| 3M | +18.8% | +17.7% | +1.1% | +13.0% |
| 6M | +8.2% | +14.2% | -6.0% | +3.4% |
| YTD | -10.5% | +37.0% | -47.5% | -19.1% |
| 1Y | -23.7% | +17.0% | -40.7% | -28.1% |
| 3Y | -17.9% | +183.2% | -201.1% | -46.3% |
| 5Y | -15.3% | +77.3% | -92.6% | -38.0% |
| All | -15.3% | +76.7% | -92.0% | -38.0% |
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