-9.7%
RKT vs GRMN
+73.8%
-83.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -7.2% | -1.8% | -5.4% | -6.3% |
| 30D | -7.9% | -12.1% | +4.2% | -1.1% |
| 3M | +5.2% | +18.0% | -12.8% | -5.1% |
| 6M | -14.9% | +13.7% | -28.6% | -21.4% |
| YTD | -31.9% | +35.3% | -67.2% | -43.1% |
| 1Y | -36.9% | +17.2% | -54.1% | -43.2% |
| 3Y | +35.7% | +179.6% | -143.9% | -40.3% |
| 5Y | -9.7% | +75.6% | -85.2% | -54.9% |
| All | -9.7% | +73.8% | -83.5% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling