+1,127.7%
RSP vs GRMN
+2,433.0%
-1,305.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.8% | -2.9% | +2.1% | +0.1% |
| 30D | -0.3% | -8.4% | +8.1% | +2.2% |
| 3M | +4.3% | +15.0% | -10.7% | -0.5% |
| 6M | +8.8% | +11.2% | -2.4% | +4.5% |
| YTD | +15.3% | +37.7% | -22.4% | +3.7% |
| 1Y | +18.3% | +18.5% | -0.2% | +10.8% |
| 3Y | +52.8% | +175.8% | -123.0% | +8.4% |
| 5Y | +51.7% | +75.1% | -23.4% | +21.7% |
| 10Y | +208.5% | +637.0% | -428.6% | +66.4% |
| All | +1,127.7% | +2,433.0% | -1,305.3% | +324.9% |
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