+301.5%
ROST vs GRMN
+628.7%
-327.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.9% |
| 7D | +0.3% | -0.9% | +1.1% | +0.6% |
| 30D | +0.5% | +1.2% | -0.7% | -0.1% |
| 3M | -5.2% | -8.9% | +3.7% | -1.6% |
| 6M | +9.8% | +23.0% | -13.2% | -0.8% |
| YTD | +29.4% | +41.2% | -11.8% | +8.9% |
| 1Y | +44.4% | +47.5% | -3.1% | +19.0% |
| 3Y | +95.0% | +155.8% | -60.8% | +11.2% |
| 5Y | +111.9% | +120.2% | -8.3% | +29.2% |
| All | +301.5% | +628.7% | -327.2% | +45.4% |
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 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