+348.5%
ROK vs GRMN
+677.8%
-329.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.6% | -0.4% |
| 7D | -1.2% | +2.4% | -3.7% | -2.4% |
| 30D | -4.8% | -8.5% | +3.7% | -0.7% |
| 3M | -6.1% | +19.5% | -25.6% | -15.5% |
| 6M | +15.5% | +21.2% | -5.7% | +2.9% |
| YTD | +11.2% | +41.0% | -29.9% | -8.7% |
| 1Y | +23.8% | +19.6% | +4.3% | +9.8% |
| 3Y | +53.1% | +183.8% | -130.7% | -22.4% |
| 5Y | +48.3% | +83.0% | -34.7% | -3.4% |
| All | +348.5% | +677.8% | -329.2% | +27.0% |
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