+1,115.8%
RSP vs GRMN
+2,521.2%
-1,405.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.0% | +4.7% | -5.8% | -2.4% |
| 30D | +2.6% | +3.4% | -0.8% | +1.4% |
| 3M | -0.8% | -5.0% | +4.2% | +0.4% |
| 6M | +6.3% | +18.6% | -12.3% | +0.2% |
| YTD | +14.1% | +42.5% | -28.4% | +1.4% |
| 1Y | +18.0% | +42.3% | -24.3% | +4.9% |
| 3Y | +61.0% | +158.5% | -97.4% | +16.5% |
| 5Y | +45.6% | +123.6% | -78.0% | +8.9% |
| 10Y | +220.2% | +682.5% | -462.3% | +69.5% |
| All | +1,115.8% | +2,521.2% | -1,405.4% | +315.6% |
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