+13,287.0%
ROST vs GRMN
+6,655.2%
+6,631.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +0.9% | -2.9% | +3.8% | +1.6% |
| 30D | -8.9% | -8.4% | -0.5% | -6.9% |
| 3M | -0.8% | +15.0% | -15.8% | -4.7% |
| 6M | +8.5% | +11.2% | -2.7% | +4.9% |
| YTD | +28.6% | +37.7% | -9.1% | +17.6% |
| 1Y | +52.3% | +18.5% | +33.9% | +44.3% |
| 3Y | +94.8% | +175.8% | -81.0% | +45.6% |
| 5Y | +110.8% | +75.1% | +35.7% | +75.1% |
| 10Y | +304.5% | +637.0% | -332.5% | +145.4% |
| All | +13,287.0% | +6,655.2% | +6,631.8% | +5,381.3% |
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