+30.1%
ROK vs GRMN
+119.5%
-89.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +7.1% | -0.9% | +8.0% | +7.4% |
| 30D | -5.0% | +1.2% | -6.1% | -5.6% |
| 3M | -9.4% | -8.9% | -0.5% | -6.4% |
| 6M | -11.0% | +23.0% | -34.0% | -19.5% |
| YTD | +4.4% | +41.2% | -36.8% | -11.3% |
| 1Y | +7.4% | +47.5% | -40.1% | -10.4% |
| 3Y | +61.0% | +155.8% | -94.8% | -4.5% |
| All | +30.1% | +119.5% | -89.4% | -20.5% |
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