+5,273.1%
GRMN vs RCAT
-100.0%
+5,373.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | -2.9% | -1.4% | -1.4% | -2.9% |
| 30D | -8.4% | -3.3% | -5.1% | -8.4% |
| 3M | +15.0% | -43.2% | +58.2% | +15.1% |
| 6M | +11.2% | -43.2% | +54.4% | +11.3% |
| YTD | +37.7% | +5.5% | +32.2% | +37.6% |
| 1Y | +18.5% | -1.6% | +20.1% | +18.3% |
| 3Y | +175.8% | +773.7% | -597.9% | +173.6% |
| 5Y | +75.1% | +187.6% | -112.5% | +73.8% |
| 10Y | +637.0% | -98.5% | +735.5% | +612.1% |
| All | +5,273.1% | -100.0% | +5,373.1% | +4,311.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling