+4,053.8%
ROK vs GRMN
+6,828.2%
-2,774.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +7.1% | -0.9% | +8.0% | +7.4% |
| 30D | -5.0% | +1.2% | -6.1% | -5.5% |
| 3M | -9.4% | -8.9% | -0.5% | -6.8% |
| 6M | -11.0% | +23.0% | -34.0% | -18.0% |
| YTD | +4.4% | +41.2% | -36.8% | -8.4% |
| 1Y | +7.4% | +47.5% | -40.1% | -7.2% |
| 3Y | +61.0% | +155.8% | -94.8% | +12.2% |
| 5Y | +30.4% | +120.2% | -89.8% | -5.1% |
| 10Y | +264.8% | +629.9% | -365.1% | +82.6% |
| All | +4,053.8% | +6,828.2% | -2,774.4% | +1,020.0% |
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 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