+2,846.5%
ROP vs GRMN
+6,655.2%
-3,808.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -4.4% | -2.9% | -1.6% | -3.7% |
| 30D | +3.2% | -8.4% | +11.7% | +5.7% |
| 3M | +23.1% | +15.0% | +8.1% | +17.9% |
| 6M | +13.3% | +11.2% | +2.1% | +9.1% |
| YTD | -7.9% | +37.7% | -45.6% | -16.5% |
| 1Y | -22.1% | +18.5% | -40.5% | -26.6% |
| 3Y | -16.8% | +175.8% | -192.6% | -40.1% |
| 5Y | -13.5% | +75.1% | -88.6% | -30.0% |
| 10Y | +137.7% | +637.0% | -499.3% | +29.7% |
| All | +2,846.5% | +6,655.2% | -3,808.7% | +818.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling