+122.6%
GRMN vs RCAT
+57.4%
+65.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.3% | +5.6% | -2.3% |
| 7D | -0.1% | +15.6% | -15.6% | -0.8% |
| 30D | +3.5% | -24.1% | +27.6% | +4.6% |
| 3M | -7.3% | -61.9% | +54.5% | -3.4% |
| 6M | +21.8% | -64.3% | +86.1% | +26.4% |
| YTD | +42.8% | -50.4% | +93.2% | +44.2% |
| 1Y | +46.5% | -54.0% | +100.5% | +48.0% |
| 3Y | +158.3% | +347.2% | -188.9% | +122.7% |
| 5Y | +122.6% | +45.7% | +76.9% | +100.2% |
| All | +122.6% | +57.4% | +65.2% | +100.2% |
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