+4,377.4%
ROK vs GRMN
+6,655.2%
-2,277.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | +0.7% | -2.9% | +3.5% | +1.7% |
| 30D | -3.3% | -8.4% | +5.1% | -0.5% |
| 3M | -5.9% | +15.0% | -20.9% | -11.0% |
| 6M | +13.9% | +11.2% | +2.7% | +8.7% |
| YTD | +12.6% | +37.7% | -25.1% | -0.2% |
| 1Y | +28.6% | +18.5% | +10.1% | +19.5% |
| 3Y | +45.1% | +175.8% | -130.7% | -1.4% |
| 5Y | +45.6% | +75.1% | -29.5% | +14.3% |
| 10Y | +345.0% | +637.0% | -292.0% | +123.1% |
| All | +4,377.4% | +6,655.2% | -2,277.8% | +1,121.1% |
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