+13,336.2%
ROST vs GRMN
+6,890.4%
+6,445.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +1.2% | +4.7% | -3.5% | +0.1% |
| 30D | +2.5% | +3.4% | -0.9% | +1.6% |
| 3M | -9.0% | -5.0% | -3.9% | -7.9% |
| 6M | +1.3% | +18.6% | -17.2% | -3.4% |
| YTD | +29.1% | +42.5% | -13.4% | +17.0% |
| 1Y | +45.4% | +42.3% | +3.1% | +31.9% |
| 3Y | +94.9% | +158.5% | -63.6% | +48.2% |
| 5Y | +104.0% | +123.6% | -19.6% | +60.0% |
| 10Y | +314.8% | +682.5% | -367.7% | +148.2% |
| All | +13,336.2% | +6,890.4% | +6,445.7% | +5,352.1% |
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