-24.1%
RKT vs GRMN
+216.3%
-240.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.6% |
| 7D | -9.0% | -0.9% | -8.1% | -8.5% |
| 30D | +30.2% | +1.2% | +29.0% | +29.4% |
| 3M | -8.8% | -8.9% | +0.1% | -4.3% |
| 6M | -0.9% | +23.0% | -23.9% | -12.6% |
| YTD | -29.2% | +41.2% | -70.4% | -42.3% |
| 1Y | -20.1% | +47.5% | -67.6% | -36.4% |
| 3Y | +81.3% | +155.8% | -74.4% | -9.5% |
| 5Y | -6.6% | +120.2% | -126.8% | -53.1% |
| All | -24.1% | +216.3% | -240.4% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling