+3,357.0%
RSG vs GRMN
+6,622.3%
-3,265.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | +3.3% | -11.3% | +14.6% | +5.4% |
| 3M | +8.5% | +17.7% | -9.3% | +5.1% |
| 6M | -3.5% | +14.2% | -17.7% | -6.3% |
| YTD | +5.5% | +37.0% | -31.5% | -1.0% |
| 1Y | -1.7% | +17.0% | -18.7% | -5.4% |
| 3Y | +56.9% | +183.2% | -126.3% | +25.8% |
| 5Y | +89.4% | +77.3% | +12.1% | +63.9% |
| 10Y | +412.5% | +630.9% | -218.4% | +245.3% |
| All | +3,357.0% | +6,622.3% | -3,265.3% | +1,495.3% |
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