-27.1%
RKT vs GRMN
+215.9%
-242.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -2.4% |
| 7D | -6.3% | +2.4% | -8.7% | -7.5% |
| 30D | -6.2% | -8.5% | +2.3% | -1.6% |
| 3M | -1.9% | +19.5% | -21.3% | -12.0% |
| 6M | -13.0% | +21.2% | -34.2% | -22.4% |
| YTD | -31.9% | +41.0% | -73.0% | -44.4% |
| 1Y | -37.6% | +19.6% | -57.2% | -44.4% |
| 3Y | +36.8% | +183.8% | -147.0% | -37.1% |
| 5Y | -9.7% | +83.0% | -92.7% | -50.7% |
| All | -27.1% | +215.9% | -242.9% | -72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling