+204.4%
RSP vs GRMN
+633.1%
-428.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | -1.5% | -11.3% | +9.8% | +3.2% |
| 3M | +4.8% | +17.7% | -12.9% | -2.8% |
| 6M | +10.3% | +14.2% | -3.9% | +3.1% |
| YTD | +14.1% | +37.0% | -23.0% | -1.7% |
| 1Y | +17.0% | +17.0% | 0.0% | +7.2% |
| 3Y | +54.2% | +183.2% | -129.0% | -12.5% |
| 5Y | +51.5% | +77.3% | -25.8% | +7.5% |
| 10Y | +204.4% | +630.9% | -426.5% | +13.2% |
| All | +204.4% | +633.1% | -428.7% | +13.2% |
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