+13,928.1%
ROST vs GRMN
+7,095.1%
+6,833.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.9% | +0.5% |
| 7D | -1.8% | +1.7% | -3.5% | -2.2% |
| 30D | +6.8% | +10.2% | -3.4% | +4.3% |
| 3M | -4.0% | -4.7% | +0.7% | -2.9% |
| 6M | +12.9% | +22.3% | -9.4% | +6.8% |
| YTD | +34.7% | +46.7% | -11.9% | +21.3% |
| 1Y | +49.5% | +49.6% | -0.1% | +33.9% |
| 3Y | +101.5% | +165.3% | -63.8% | +52.3% |
| 5Y | +120.7% | +130.3% | -9.6% | +71.9% |
| 10Y | +317.8% | +658.0% | -340.2% | +151.2% |
| All | +13,928.1% | +7,095.1% | +6,833.0% | +5,551.6% |
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