+302.7%
ROST vs GRMN
+646.1%
-343.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.5% | -1.8% | -0.7% | -1.7% |
| 30D | -10.3% | -12.1% | +1.8% | -5.3% |
| 3M | -2.6% | +18.0% | -20.6% | -10.1% |
| 6M | +6.5% | +13.7% | -7.2% | -0.5% |
| YTD | +25.9% | +35.3% | -9.4% | +8.1% |
| 1Y | +52.3% | +17.2% | +35.1% | +38.7% |
| 3Y | +94.6% | +179.6% | -85.1% | +4.6% |
| 5Y | +111.1% | +75.6% | +35.6% | +45.5% |
| All | +302.7% | +646.1% | -343.4% | +45.9% |
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