+617.4%
RVMD vs GRMN
+225.8%
+391.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | +1.1% | -11.3% | +12.4% | +7.2% |
| 3M | +39.6% | +17.7% | +21.9% | +25.9% |
| 6M | +110.7% | +14.2% | +96.5% | +92.4% |
| YTD | +160.3% | +37.0% | +123.3% | +112.9% |
| 1Y | +404.9% | +17.0% | +387.9% | +348.2% |
| 3Y | +545.5% | +183.2% | +362.3% | +189.7% |
| 5Y | +584.7% | +77.3% | +507.4% | +311.6% |
| All | +617.4% | +225.8% | +391.5% | +177.3% |
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