+65.3%
RIG vs GRMN
+73.8%
-8.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -4.2% | -1.8% | -2.4% | -3.5% |
| 30D | -0.7% | -12.1% | +11.4% | +3.8% |
| 3M | -4.0% | +18.0% | -22.0% | -10.9% |
| 6M | -6.3% | +13.7% | -20.1% | -12.4% |
| YTD | +39.7% | +35.3% | +4.4% | +21.2% |
| 1Y | +78.1% | +17.2% | +60.8% | +62.9% |
| 3Y | -29.5% | +179.6% | -209.1% | -57.6% |
| 5Y | +65.3% | +75.6% | -10.2% | -6.2% |
| All | +65.3% | +73.8% | -8.5% | -6.2% |
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