+77.3%
GRMN vs RCAT
+192.8%
-115.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.6% |
| 7D | +0.2% | +5.4% | -5.2% | 0.0% |
| 30D | -11.3% | -5.6% | -5.7% | -11.2% |
| 3M | +17.7% | -30.2% | +47.9% | +19.1% |
| 6M | +14.2% | -43.4% | +57.6% | +15.7% |
| YTD | +37.0% | +9.6% | +27.4% | +34.4% |
| 1Y | +17.0% | -2.0% | +19.0% | +14.4% |
| 3Y | +183.2% | +825.0% | -641.8% | +150.5% |
| 5Y | +77.3% | +199.8% | -122.6% | +56.6% |
| All | +77.3% | +192.8% | -115.5% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 5y: compounded portfolio wealth divided by compounded RCAT 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…
5y analysis · Full analysis span regression · 6 months rolling