-82.5%
RIG vs GRMN
+6,622.3%
-6,704.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.4% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | +9.5% | -11.3% | +20.8% | +13.9% |
| 3M | -6.6% | +17.7% | -24.4% | -12.8% |
| 6M | -2.9% | +14.2% | -17.0% | -8.7% |
| YTD | +39.5% | +37.0% | +2.4% | +22.8% |
| 1Y | +82.3% | +17.0% | +65.3% | +68.7% |
| 3Y | -29.6% | +183.2% | -212.8% | -52.9% |
| 5Y | +63.2% | +77.3% | -14.1% | +26.7% |
| 10Y | -45.0% | +630.9% | -675.9% | -71.1% |
| All | -82.5% | +6,622.3% | -6,704.8% | -94.6% |
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